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);
Réponses (3)
Walter Roberson
le 11 Mar 2011
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.
3 commentaires
Jan
le 11 Mar 2011
But it fails at zooming.
Walter Roberson
le 12 Mar 2011
True, and surmountable using known methods.
Good enough for someone who was falling asleep at the time.
David
le 13 Mar 2011
Ned Gulley
le 11 Mar 2011
Is this what you're looking for?
plot(Times,TDCall)
set(gca,'XDir','reverse')
1 commentaire
David
le 13 Mar 2011
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