Decreasing scale on graphs

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)

Jan
Jan le 11 Mar 2011

1 vote

Can you change the values of the time?
plot(1 - Times, TDCall);
Perhaps FLIPLR is wanted to reorder TDCall?
Walter Roberson
Walter Roberson le 11 Mar 2011

0 votes

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
Jan le 11 Mar 2011
But it fails at zooming.
Walter Roberson
Walter Roberson le 12 Mar 2011
True, and surmountable using known methods.
Good enough for someone who was falling asleep at the time.
David
David le 13 Mar 2011
Thanks for your help.

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Ned Gulley
Ned Gulley le 11 Mar 2011

0 votes

Is this what you're looking for?
plot(Times,TDCall)
set(gca,'XDir','reverse')

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le 11 Mar 2011

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