Main Content
stockspec
Create stock structure
Syntax
Description
creates
a MATLAB® structure containing the properties of a stock.StockSpec
= stockspec(Sigma
,AssetPrice
)
Note
StockSpec
handles other types of underliers
when pricing instruments other than equities.
adds
optional arguments for StockSpec
= stockspec(___,DividendType
,DividendAmounts
,ExDividendDates
)DividendType
, DividendAmounts
,
and ExDividendDates
.
Examples
Input Arguments
Output Arguments
References
[1] Hull, John C. Options, Futures, and Other Derivatives. 5th Edition, Prentice Hall, 2003.