% Example commands 2025-10-15
N=4;
S=[100,0,0,0,0; 90,110,0,0,0; 80,100,120,0,0; 70,90,110,130,0; 50,80,100,120,150];
R=[1.01,0,0,0; 1.009,1.011,0,0; 1.008,1.010,1.012,0; 1.007,1.009,1.011,1.013];

% Show the results
R,S

% Compute risk-neutral up probabilities
pu=RiskNeut(S,R,N)

% Jamshidian's induction for A-D prices
L=AD(pu,R,N)

% Zero-coupon bond discounts from R
D=ZCB(pu,R,N)