calcv_2(k, x1, x2, a, b, cp, strike)

% This is material illustrating the methods from the book
% Financial Modelling  Theory, Implementation and Practice with Matlab
% source
% Wiley Finance Series
% ISBN 9780470744895
%
% Date: 02.05.2012
%
% Authors: Joerg Kienitz
% Daniel Wetterau
%
% Please send comments, suggestions, bugs, code etc. to
% kienitzwetterau_FinModelling@gmx.de
%
% (C) Joerg Kienitz, Daniel Wetterau
%
% Since this piece of code is distributed via the mathworks fileexchange
% it is covered by the BSD license
%
% This code is being provided solely for information and general
% illustrative purposes. The authors will not be responsible for the
% consequences of reliance upon using the code or for numbers produced
% from using the code.
function result = calcv_2(k, x1, x2, a, b, cp, strike)
[chi, psi] = coeff_b_2(k,x1,x2,a,b);
result = 2 .* cp * ( chi  psi) * diag(strike ./ (b  a));

