%% Price Asian Instrument Using a Black-Scholes Model and Asset Monte-Carlo Pricer
% This example shows the workflow to price a fixed-strike Asian instrument when you use a BlackScholes model and an AssetMonteCarlo pricing method.
%% Create Asian Instrument Object
% Use fininstrument to create an Asian instrument object.

AsianOpt = fininstrument("Asian",'ExerciseDate',datetime(2022,9,15),'Strike',1000,'OptionType',"put",'Name',"asian_option")

%
%% Create BlackScholes Model Object
% Use finmodel to create a BlackScholes model object.

BlackScholesModel = finmodel("BlackScholes",'Volatility',0.2)

%% Create ratecurve Object
% Create a flat ratecurve object using ratecurve.

Settle = datetime(2018,9,15);
Maturity = datetime(2023,9,15);
Rate = 0.035;
myRC = ratecurve('zero',Settle,Maturity,Rate,'Basis',12)

%% Create AssetMonteCarlo Pricer Object
% Use finpricer to create an AssetMonteCarlo pricer object and use the ratecurve object for the 'DiscountCurve' name-value pair argument.

outPricer = finpricer("AssetMonteCarlo",'DiscountCurve',myRC,"Model",BlackScholesModel,'SpotPrice',200,'simulationDates',datetime(2022,9,15))

%% Price Asian Instrument
% Use price to compute the price and sensitivities for the Asian instrument.

[Price, outPR] = price(outPricer,AsianOpt,["all"])
outPR.Results 

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