loadmbsexample.mat

BDTTREER = CVTREE（BDTTREE）;

OldFormat = get(0,'格式'）;格式short%Rate at root node:RateRoot = treepath(BDTTreeR.RateTree, 0)

%Rates along upper branch:RatePathUp =.treepath(BDTTreeR.RateTree, [1 1 1 1 1])

%Rates along lower branch:Raperpathdown =.treepath(BDTTreeR.RateTree, [2 2 2 2 2])

mortgageamount = 10000;佣金= 0.0464;期间= 2;安顿='01-Jan-2007'; Maturity='01-Jan-2010'; Compounding = BDTTree.TimeSpec.Compounding; formatbank

numperiods = date2time（定居，成熟，复合）';[校长，有股，未完成的禁令，MP] =摊销（优惠变换/期间，NumPeriods，MortGageamount）;％显示主管，兴趣和未结余额principalamount =Principal'

InterestPaymentAmount = InterestPayment'

OfferningBalanceamount = OfferentBalance'

CFlowAmounts = MP*ones(1,NumPeriods);％clowdate与树级日期相同CFlowDates= {'01-Jul-2007','01-jan-2008','01-Jul-2008','01-jan-2009','01-Jul-2009','01-Jan-2010'};% Calculate the price of the non-prepayable mortgage[PricenonPrepayableMortgage，pricetreenonprepayablemortgage] = cfbybdt（bdttree，cflowamounts，cflowdates，setten）;forinlevel = 2：长度（pricetreenonprepayablemortgage.ptree）pricetreenonprepayablemortgage.ptree {inlevel}（：，:) = pricetreenonprepayablemortgage.ptree {inlevel}（:,） -  mp;end% Look at the price of the mortgage today tObs = 0PriceNonPrepayableMortgage

% The value of the non-prepayable mortgage is $10017.47. This value exceeds自房主收到的10000美元借款，而不仅收到10000美元，而且% also a prepayment option.% Look at the value of the mortgage on the last date, right after the last% mortgage payment, is zero:PriceTreeNonPrepayableMortgage.PTree{end}

％可视化非预付抵押贷款的价格树。TreeViewer（pricetreenonprepayablemortgage）

% The Prepayment option is like a call option on a bond.%% The exercise price or strike will be equal to the outstanding principal amount使用函数摊销计算的％。OptSpec ='称呼'; Strike = [MortgageAmount OutstandingBalance]; ExerciseDates =[Settle CFlowDates]; AmericanOpt = 0; Maturity = CFlowDates(end);% Compute the price of the prepayment option:[PricePrepaymentOption，pricetreepaymentOption] = prepaymentbybdt（bdttree，optspec，stress，锻炼，美国经验，...0, Settle, Maturity,[], [], [],...[], [], [], [], 0, [], CFlowAmounts);％看看今天预付款选项的价格（tobs = 0）PricePrepaymentOption.

% The value of the prepayment option is $17.47 as expected.% Visualize the price tree for the prepayment optiontreeviewer(PriceTreePrepaymentOption)

% Compute the price of the prepayable mortgage.PricePrepayableMortgage = PriceNonPrepayableMortgage - PricePrepaymentOption; PriceTreePrepayableMortgage = PriceTreeNonPrepayableMortgage;foriLevel = 1:length(PriceTreeNonPrepayableMortgage.PTree) PriceTreePrepayableMortgage.PTree{iLevel}(:,:)= PriceTreeNonPrepayableMortgage.PTree{iLevel}(:,:) -...PriceTreePrepaymentOption.PTree{iLevel}(:,:);end% Look at the price of the prepayable mortgage today (tObs = 0)PricePrepayableMortgage

% The value of the prepayable mortgage is $10000 as expected.％可视化预付抵押贷款的价格和价格树treeviewer(PriceTreePrepayableMortgage)

set(0,'格式'，oldformat）;