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Determine price and sensitivities for basket options using LongstaffSchwartz model
PriceSens = basketsensbyls(RateSpec, BasketStockSpec,
OptSpec, Strike,
Settle, ExerciseDates)
PriceSens = basketsensbyls(RateSpec, BasketStockSpec,
OptSpec, Strike,
Settle, ExerciseDates, 'ParameterName', ParameterValue ...)
PriceSens = basketsensbyls(RateSpec, BasketStockSpec,
OptSpec, Strike,
Settle, ExerciseDates) prices
basket options using the LongstaffSchwartz model.
PriceSens = basketsensbyls(RateSpec, BasketStockSpec,
OptSpec, Strike,
Settle, ExerciseDates, 'ParameterName', ParameterValue ...) accepts
optional inputs as one or more commaseparated parameter/value pairs. 'ParameterName' is
the name of the parameter inside single quotes. 'ParameterValue is
the value corresponding to 'ParameterName'.
Specify parametervalue pairs in any order. Names are caseinsensitive
and partial string matches are allowable, if no ambiguities exist.
RateSpec 
Annualized, continuously compounded rate term structure. For more information on the interest rate specification, see intenvset. 
BasketStockSpec 
BasketStock specification. For information on the basket of stocks specification, see basketstockspec. 
OptSpec 
String or 2by1 cell array of the strings 'call' or 'put'. 
Strike 
The option strike price:

Settle 
Scalar of settlement or trade date. 
ExerciseDates 
The exercise date for the option:

Longstaff, F.A., and E.S. Schwartz, "Valuing American Options by Simulation: A Simple LeastSquares Approach", The Review of Financial Studies,Vol. 14, No. 1, Spring 2001, pp. 113–147.