Decreasing scale on graphs
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I wish to graph Time Decay for an option price from 1 year to almost 1 day. The graph generated by MATLAB scales from 0 to 1 and I need 1 to 0.
Interval = 1/252;
Times = 1:-Interval:Interval;
[TDCall TDPut] = blsdelta(S0,K,r,Times,Sigma);
plot(Times,TDCall);
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Respuestas (3)
Jan
el 11 de Mzo. de 2011
Can you change the values of the time?
plot(1 - Times, TDCall);
Perhaps FLIPLR is wanted to reorder TDCall?
Walter Roberson
el 11 de Mzo. de 2011
Okay, this is going to be a hack, but it'll get the job done for now:
plot(-Times,TDcall);
set(gca, 'XTickLabel', -get(gca, 'XTick'))
Tested, and it works.
3 comentarios
Walter Roberson
el 12 de Mzo. de 2011
True, and surmountable using known methods.
Good enough for someone who was falling asleep at the time.
Ned Gulley
el 11 de Mzo. de 2011
Is this what you're looking for?
plot(Times,TDCall)
set(gca,'XDir','reverse')
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