Decreasing scale on graphs
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I wish to graph Time Decay for an option price from 1 year to almost 1 day. The graph generated by MATLAB scales from 0 to 1 and I need 1 to 0.
Interval = 1/252;
Times = 1:-Interval:Interval;
[TDCall TDPut] = blsdelta(S0,K,r,Times,Sigma);
plot(Times,TDCall);
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回答 (3 件)
Jan
2011 年 3 月 11 日
Can you change the values of the time?
plot(1 - Times, TDCall);
Perhaps FLIPLR is wanted to reorder TDCall?
Walter Roberson
2011 年 3 月 11 日
Okay, this is going to be a hack, but it'll get the job done for now:
plot(-Times,TDcall);
set(gca, 'XTickLabel', -get(gca, 'XTick'))
Tested, and it works.
3 件のコメント
Walter Roberson
2011 年 3 月 12 日
True, and surmountable using known methods.
Good enough for someone who was falling asleep at the time.
Ned Gulley
2011 年 3 月 11 日
Is this what you're looking for?
plot(Times,TDCall)
set(gca,'XDir','reverse')
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