Construct barrier option
constructs a barrier instrument.InstSet
= instbarrier(OptSpec
,Strike
,Settle
,ExerciseDates
,AmericanOpt
,BarrierSpec
,Barrier
,Rebate
)
Data arguments are NINST
-by-1
vectors,
scalar, or empty. Fill in unspecified entries vectors with NaN
.
Only one data argument is required to create the instrument. The others
can be omitted or passed as empty matrices []
.
adds barrier options to an existing instrument variable
InstSet
= instbarrier(InstSetOld
,OptSpec
,Strike
,Settle
,ExerciseDates
,AmericanOpt
,BarrierSpec
,Barrier
,Rebate
)InstSetOld
).
[
lists field metadata for the barrier instrument.FieldList
,ClassList
,TypeString
]
= instbarrier
barrierbybls
| barrierbycrr
| barrierbyeqp
| barrierbyfd
| barrierbyitt
| barrierbyls
| barrierbystt
| instadd
| instdisp
| instget