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Asked by Locks on 29 Mar 2013

I found the following function:

http://www.mathworks.ch/support/solutions/en/data/1-216M68/index.html?product=ML&solution=1-216M68

what do I not to do to be able to save that function to my matlab and is there a way somebody else who hasen't downloaded that file is still able to see what it's doing?

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Answer by Walter Roberson on 29 Mar 2013

At the bottom of that page there is a header

Related Documents/Files:

below which there is a link for drawaxis.m . Click on that link to download the file. Put the file in a convenient location on your MATLAB path.

Anyone who wishes to execute your code will need a copy of the file. You could include it along with your code.

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Locks on 29 Mar 2013

I tried to insert your code, but it doesn't word, here is the full code:

x =[0:0.01:20] y1=blsprice(x,10,0.02,0.2,0.2)-blsprice(10,10,0.02,0.2,0.2) y2=max(x-10,0)-blsprice(10,10,0.02,0.2,0.2)

plot(x,y1,'k',x,y2)

What do I need to change?

xlabel('Stock Price at Maturity ($)'); ylabel('Gain ($)'); axis([8.5 11.5 -0.5 1]); set(gca,'xtick',9:0.5:11.5)

y1L = get(gca, 'yLim'); y1L(1) = min(0, y1L(1)); y1L(2) = max(0, y1L(2)); set(gca, 'yLim', y1L);

annotation(gcf,'doublearrow',[0.515 0.515],[0.2 0.36])

text(10.25,-0.2,'Time value')

set(gca,'Box','off')

Walter Roberson on 30 Mar 2013

Are you getting an error message? I do not have the toolbox with blsprice() in it, so I cannot test your code.

Locks on 30 Mar 2013

x =[0:0.01:20] y1=blsprice(x,10,0.02,0.2,0.2)-blsprice(10,10,0.02,0.2,0.2) y2=max(x-10,0)-blsprice(10,10,0.02,0.2,0.2) plot(x,y1,'k',x,y2)

xlabel('Stock Price at Maturity ($)'); ylabel('Gain ($)'); axis([8.5 11.5 -0.5 1]); set(gca,'xtick',9:0.5:11.5)

annotation(gcf,'doublearrow',[0.515 0.515],[0.2 0.36]) text(10.25,-0.2,'Time value') set(gca,'Box','off')

this code is perfectly working so I guess it can't be blsprice ()

could you tell me what I excatly ned to change in my code and where I have to place the new elements?

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