3D Plot - term structure

Hi there,

I am trying to do a figure similar to the one attached.

I have exactly a (224x1) vector with dates (x-axis), a (10x1) vector with maturities (y-axis) and a (224x10) matrix with the values (z-axis).

How can I combine this to make a plot like the one attached?

Thanks, V

Answer 1

[pfb]

That is a mesh plot.

 % here I'm making up data with the same sizes as yours
 dates = 1:224;
 maturities = (1:10)';
 values=rand(224,10);

 % here I'm plotting the mesh plot. Of course you'll use your data
 mesh(maturities,dates,values);

 % if you need to swap the axes then go
 mesh(dates,maturities,values');

You can consider using the surf function instead of mesh. Another option is waterfall. Type "help mesh" (and in general "help function") to get the documentation.

[pfb]

oh, I forget the axes labels. You get those as follows

 xlabel('maturities');
 ylabel('dates');
 zlabel('values');

Of course you have to set xlabel and ylabel according to the order you chose.

[Youssef Khmou]

the third option is using surfc function which is the same as surf plus a contour plot in the z=0 plane.