library(scenarios)
data(sp500)
series <- sp500["2009/2012"]
returns <- as.vector(dailyReturn(series))
sim <- block.bootstrap(returns, 40, 200)
plot(sim)
plot(return2price(sim, as.numeric(Ad(series[1]))))
input <- pick.stage(sim, c(20,40))
plot(input)
tree1 <- fl.b(input, c(50,100))
plot(tree1)
tree2 <- fl.b(input, c(10,100))
plot(tree2)
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