Please help, I have got the 3D graph, and I want to colour it according to its Z-axis value.
%------------------------------------------------------------------------------------------------------
%Function:
function C = bs ( Interest, Volatility, Stock, StrikePrice, TimeToMaturity )
d1 = (log(Stock ./ StrikePrice) + (Interest + (Volatility .^ 2) ./ 2) .* TimeToMaturity) ./ (Volatility .* sqrt(TimeToMaturity));
d2 = (log(Stock ./ StrikePrice) + (Interest - (Volatility .^ 2) ./ 2) .* TimeToMaturity) ./ (Volatility .* sqrt(TimeToMaturity));
C = normcdf(d1) .* Stock - normcdf(d2) .* StrikePrice .* exp(-Interest .* TimeToMaturity);
end
%------------------------------------------------------------------------------------------------------
%Code:
stock = 0 : 0.01 : 1100;
time = 0/52 : 1/52 : 9/52;
[X, Y] = meshgrid(stock, time);
Z = bs(0.05, 1.13, X, 800, Y);
surf(X, Y, Z)
colormap hsv
colorbar
xlabel('Stock Price')
ylabel('Time')
zlabel('Option Price')
grid on
%------------------------------------------------------------------------------------------------------
Thank you very much!

답변 (1개)

Walter Roberson
Walter Roberson 2014년 2월 5일

0 개 추천

By default surf() already colors according to Z axis value.

댓글 수: 2

Tiancong
Tiancong 2014년 2월 5일
Thank you for your answer. However, after implementing the code, why my 3d plot have no colour?
Walter Roberson
Walter Roberson 2014년 2월 5일
Sorry I do not have the Stats toolbox to test the code with.
Does the same problem occur if you leave out the "colormap" command?
Is your surface showing up flat? If it is then your Z might be constant.

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