Community Profile # Javier

2012 以来アクティブ

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hist_stock_data - only 2 decimals with currency
Hello Alex Procedure to Get Price (EURUSD) with 4 decimals here.If yahoo doesnt allow you go the data , you can go to fred pa...

3年以上 前 | 0

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GARCH-BEKK
Hello Kaloyan I just start checking UCSD GARCH toolbox. Once you get the H value for the lbqtest of the square residuals equa...

9年弱 前 | 0

GARCH-BEKK
Hello Kaloyan I just talk with professor Sheppard. There is a new toolbox MFE with the same functionalities. Erase UCSD Toolb...

9年弱 前 | 0

copy a first block of structure to an array
Hello Jatin Im going to create a structure to try to understand you better. data={'A','B','C'} struc1.(data{1})=randn(1...

9年弱 前 | 0

matlab code running problem
Hello Mali What is the purpose of this code ??? Does the variable j change size in each iteration ? If not, do not define it....

same values using randi setting seed as default
Go to the help of Matlab (mine M2012Ra) and search for "Updating Your Random Number Generator Syntax" for i = 1:4 rng('shu...

Finding contents of cell in another one
Hello Babak Ok big issue here but not impossible. The following procedure works in Matlab R2012a. Step 1 Import 3 files...

How does one create a dataset from a large array and subsequently name the variables?
Hello Tolulope This is what you have to do. In this case, data has 5 columns. Step 1 (define the names) for i=1:size(da...

How can I calculate integral?
Hello Serhat I dont understand well the integral expression and limits of integration. To solve numerically integrals in Matl...

Typing polynomial with multiple constants
Hello Endah Procedure 1 (no poly function) To write polynomial function and evaluate in some interval of X1 X=feval(@(x...

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Surface of a equation
Procedure done in Matlab R2012. The problem that you want to solve gives complex solution for Z for arbitrary X and Y in [-1.5,...

How to find value of z from the mesh/surface plot when values of x and y are given?
Hello CY Im going to use the following function (it comes in Matlab help/mesh function). %Function [X,Y] = meshgrid(-8:...

datafeed toolbox
Hello Mate 2u Procedure to get Current Price (15 minutes delay, what yahoo gives you) here. %Retrieving last price from Ya...

Financial contract 2 - Average annual return computed in two ways.
Hello CapaB I think you are confuse. Lets put some numbers in return calculation. Price Annual Return Year...

I want to read a text file having strings and numeric data. Is there any better function than textscan?
Hello Hamza The first column is a dummy variable (1,2) and as Oleg says the column count in 1 and 2 are different. Next, I de...

errors using the financial toolbox
Hello Tom As Daniel says. there must be a number of question. Financial toolbox allow you to value different assets. Here I s...

annualized rate of return!
Step 1 Time estimation Years in 285 weeks....one year has 52 weeks. Then Y=285/52=5.48. Step 2 Calculation interest rate ...

Problem Valuing Multiple Swaps using the function 'swapbyzero'
Hello Punar There is no need to do a loop. What you have to do is define the RateStructure with your 1000 interest rate struc...

Amortizing Swap error Valuation Matlab 2012a
Hello all I test the swapbyzero function in Matlab R2012a and find an error compared with Matlab R2009b. The old version do a...