Instrument prices and sensitivities from Equal Probabilities binomial tree

`[Delta,Gamma,Vega,Price] = eqpsens(EQPTree,InstSet)`

`[Delta,Gamma,Vega,Price] = eqpsens(___,Options)`

`[`

computes instrument sensitivities and prices for instruments using a binomial tree
created with the `Delta`

,`Gamma`

,`Vega`

,`Price`

] = eqpsens(`EQPTree`

,`InstSet`

)`eqptree`

function. All sensitivities
are returned as dollar sensitivities. To find the per-dollar sensitivities, divide
by the respective instrument price.

`eqpsens`

handles instrument types: `'Asian'`

,
`'Barrier'`

, `'Compound'`

,
`'CBond'`

, `'Lookback'`

, and
`'OptStock'`

. See `instadd`

for information on
instrument types.

[1] Chriss, Neil.
*Black-Scholes and Beyond: Option Pricing Models.* McGraw-Hill,
1996, pp 308-312.

`cbondbyeqp`

| `eqpprice`

| `eqptree`

| `instcbond`