function varargout = blsvis(varargin)
% BLSVIS M-file for blsvis.fig
% BLSVIS, by itself, creates a new BLSVIS or raises the existing
% singleton*.
%
% H = BLSVIS returns the handle to a new BLSVIS or the handle to
% the existing singleton*.
%
% BLSVIS('CALLBACK',hObject,eventData,handles,...) calls the local
% function named CALLBACK in BLSVIS.M with the given input arguments.
%
% BLSVIS('Property','Value',...) creates a new BLSVIS or raises the
% existing singleton*. Starting from the left, property value pairs are
% applied to the GUI before blsvis_OpeningFunction gets called. An
% unrecognized property name or invalid value makes property application
% stop. All inputs are passed to blsvis_OpeningFcn via varargin.
%
% *See GUI Options on GUIDE's Tools menu. Choose "GUI allows only one
% instance to run (singleton)".
%
% See also: GUIDE, GUIDATA, GUIHANDLES
% Edit the above text to modify the response to help blsvis
% Last Modified by GUIDE v2.5 15-Aug-2002 13:54:17
% Begin initialization code - DO NOT EDIT
gui_Singleton = 1;
gui_State = struct('gui_Name', mfilename, ...
'gui_Singleton', gui_Singleton, ...
'gui_OpeningFcn', @blsvis_OpeningFcn, ...
'gui_OutputFcn', @blsvis_OutputFcn, ...
'gui_LayoutFcn', [] , ...
'gui_Callback', []);
if nargin & isstr(varargin{1})
gui_State.gui_Callback = str2func(varargin{1});
end
if nargout
[varargout{1:nargout}] = gui_mainfcn(gui_State, varargin{:});
else
gui_mainfcn(gui_State, varargin{:});
end
% End initialization code - DO NOT EDIT
% --- Executes just before blsvis is made visible.
function blsvis_OpeningFcn(hObject, eventdata, handles, varargin)
% This function has no output args, see OutputFcn.
% hObject handle to figure
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% varargin command line arguments to blsvis (see VARARGIN)
% Choose default command line output for blsvis
handles.output = hObject;
% Update handles structure
guidata(hObject, handles);
% UIWAIT makes blsvis wait for user response (see UIRESUME)
% uiwait(handles.figure1);
view(3)
grid on
xlabel('Stock Price ($)');
ylabel('Time (months)');
zlabel('Gamma');
title('Call Option Sensitivity Measures');
colorbar('horizontal')
set(handles.rotatemen,'checked','off')
% --- Outputs from this function are returned to the command line.
function varargout = blsvis_OutputFcn(hObject, eventdata, handles)
% varargout cell array for returning output args (see VARARGOUT);
% hObject handle to figure
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Get default command line output from handles structure
varargout{1} = handles.output;
% --- Executes during object creation, after setting all properties.
function strike_CreateFcn(hObject, eventdata, handles)
% hObject handle to strike (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function strike_Callback(hObject, eventdata, handles)
% hObject handle to strike (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of strike as text
% str2double(get(hObject,'String')) returns contents of strike as a double
% --- Executes during object creation, after setting all properties.
function vol_CreateFcn(hObject, eventdata, handles)
% hObject handle to vol (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function vol_Callback(hObject, eventdata, handles)
% hObject handle to vol (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of vol as text
% str2double(get(hObject,'String')) returns contents of vol as a double
% --- Executes on button press in pushbutton1.
function pushbutton1_Callback(hObject, eventdata, handles)
% hObject handle to pushbutton1 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
filenum = get(handles.datafile,'value');
% filedes = get(handles.datafile,'string');
if filenum == 2;
file = 'blsdata2';
else
file = 'blsdata1';
end
Range = [];
Color = [];
j=[];
ZVal=[];
load(file)
strikep = get(handles.strike,'string');
strikep = str2num(strikep);
vol = get(handles.vol,'string');
vol = str2num(vol);
ZVal = blsgamma(NewRange, strikep*Pad, vol*Pad, Newj, 0.35*Pad);
Color = blsdelta(NewRange, strikep*Pad, vol*Pad, Newj, 0.35*Pad);
% ax = findobj(gcf,'type','axes');
% set(ax,'vis','on')
cla
mesh(Range, j, ZVal, Color);
xlabel('Stock Price ($)');
ylabel('Time (months)');
zlabel('Gamma');
title('Call Option Sensitivity Measures');
axis([min(Range) max(Range) 1 max(j) -inf inf]);
%set(gca, 'box', 'on');
cbar = colorbar('horiz');
a = findobj(gcf, 'type', 'axes');
set(get(cbar, 'xlabel'), 'string', 'Delta');
% --- Executes during object creation, after setting all properties.
function datafile_CreateFcn(hObject, eventdata, handles)
% hObject handle to datafile (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: listbox controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
% --- Executes on selection change in datafile.
function datafile_Callback(hObject, eventdata, handles)
% hObject handle to datafile (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: contents = get(hObject,'String') returns datafile contents as cell array
% contents{get(hObject,'Value')} returns selected item from datafile
% --------------------------------------------------------------------
function viewmen_Callback(hObject, eventdata, handles)
% hObject handle to viewmen (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% --------------------------------------------------------------------
function rotatemen_Callback(hObject, eventdata, handles)
% hObject handle to rotatemen (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
rotonoff = get(hObject,'checked');
if strcmp(rotonoff,'on')
rotate3d off
set(hObject,'checked','off')
else
rotate3d on
set(hObject,'checked','on')
end