https://nl.mathworks.com/help/fininst/finprice.analytic.heynenkat.html
HeynenKat - Create HeynenKat pricer object for PartialLookback instrument using BlackScholes model...
Create and price a PartialLookback instrument object with a BlackScholes model and a HeynenKat pricing method using this workflow:
createpricerobjectinstrumentusing