| Financial Derivatives Toolbox™ | |
Value = derivget(Options, 'Parameter')
Options | Existing options specification structure, probably created from previous call to derivset. |
Must be 'Diagnostics', 'Warnings', 'ConstRate', or 'BarrierMethod'. It is sufficient to type only the leading characters that uniquely identify the parameter. Case is ignored for parameter names. |
Value = derivget(Options, 'Parameter') extracts the value of the named parameter from the derivative options structure Options. Parameter values can be 'off' or 'on', except for 'BarrierMethod', which can be 'unenhanced' or 'interp'. Specifying 'unenhanced' uses no correction calculation. Specifying 'interp' uses an enhanced valuation interpolating between nodes on barrier boundaries.
Example 1. Create an Options structure with the value of Diagnostics set to 'on'.
Options = derivset('Diagnostics','on')
Use derivget to extract the value of Diagnostics from the Options structure.
Value = derivget(Options, 'Diagnostics') Value = on
Example 2. Use derivget to extract the value of ConstRate.
Value = derivget(Options, 'ConstRate') Value = on
Because the value of 'ConstRate' was not previously set with derivset, the answer represents the default setting for 'ConstRate'.
Example 3. Find the value of 'BarrierMethod' in this structure.
derivget(Options ,'BarrierMethod') ans = unenhanced
barrierbycrr, barrierbyeqp, derivset
| datedisp | derivset | |
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