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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답변 (3개)
Jan
2011년 3월 11일
Can you change the values of the time?
plot(1 - Times, TDCall);
Perhaps FLIPLR is wanted to reorder TDCall?
Walter Roberson
2011년 3월 11일
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.
댓글 수: 3
Walter Roberson
2011년 3월 12일
True, and surmountable using known methods.
Good enough for someone who was falling asleep at the time.
Ned Gulley
2011년 3월 11일
Is this what you're looking for?
plot(Times,TDCall)
set(gca,'XDir','reverse')
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