Several vectors as inputs to function

조회 수: 2(최근 30일)
Simon
Simon 2014년 4월 17일
댓글: lvn 2014년 4월 17일
Hi! I am trying to calculate values of Black-Scholes options using a function that requires inputs:
Values=BSCall(S,K,T,v,r)
Where v and r are both 1x11 arrays of risk-free rates and volatilities that correspont to each other. This means that I want in total 11 option values to be calculated. How can I do this without using loops?
Regards
Simon

답변(1개)

lvn
lvn 2014년 4월 17일
It all depends whether your function BSCall supports vector input. If it does, then just
Values=BSCall(S,K,T,v,r)
with v and r vectors should work. On the other if BSCall expects scalar v and r, then your only option will be to use a for loop (or of course to change BSCall to support vector input).
  댓글 수: 2
lvn
lvn 2014년 4월 17일
What is the error message? In any case, I think there should be a dot before the second / in your formula.

댓글을 달려면 로그인하십시오.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by