%% Create a Bond Option Instrument
% Create a new instrument variable with the following information:

BondIndex = 1;
OptSpec = 'call';
Strike= 85;
ExerciseDates = 'Nov-1-2014'; 
AmericanOpt = 1;
CouponRate= [0.035;0.04];
Settle= 'Nov-1-2013'; 
Maturity = 'Nov-1-2014'; 
Period =1;

%
% Create the instrument portfolio with two bonds.

InstSet = instbond(CouponRate, Settle, Maturity, ...
Period)

%
% Create an option on the first bond

InstSet = instoptbnd(InstSet, BondIndex, OptSpec, Strike, ExerciseDates, AmericanOpt)

%
% Display the instrument set.

instdisp(InstSet)

% Copyright 2015 The MathWorks, Inc.