from
Modeling Variable Annuities with MATLAB
by Yi Wang
Pricing Guaranteed Minimum Withdrawal Benefit
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| getEquityData(Ticker, FromDate, ToDate, Period)
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function EP = getEquityData(Ticker, FromDate, ToDate, Period)
conn = yahoo;
if isconnection(conn)
for i = 1:length(Ticker)
d = fetch(conn, Ticker(i), 'Close', FromDate, ToDate, Period);
sData(:, i) = d(:, 2); %#ok
end
EP.TimeSeries = flipud(sData);
EP.Ticker = Ticker;
EP.FromDate = FromDate;
EP.ToDate = ToDate;
EP.Period = Period;
else
d = load('stock.mat');
EP = d.EP;
end
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