Library: | finance |
See also: | IBTdk IBTbc IBTresort |
Quantlet: | IBTnicemat | |
Description: | shows the title and a string representation of the input matrix where each element has a fixed number of digits. Zeros are replaced by blanks. |
Usage: | IBTnicemat(title, matr, n) | |
Input: | ||
title | String: the name desired for the output array | |
matr | Matrix: input matrix | |
n | Scalar: the number of fixed digits desired |
library("finance") matr=#(1,0,0)~#(2,3,0)~#(4,5,6) matr T=IBTresort(matr) T IBTnicemat("outputmatrix", T, 1)
Contents of matr [1,] 1 2 4 [2,] 0 3 5 [3,] 0 0 6 Contents of T [1,] 0 0 6 [2,] 0 3 0 [3,] 1 0 5 [4,] 0 2 0 [5,] 0 0 4 outputmatrix . 6.0 . 3.0 . 1.0 5.0 . 2.0 . 4.0
library("finance") proc(sigma)=volafunc(K, S, time) sigma=0.1+(S-K)/S/10*0.5 endp r=0.03 ; riskless annual interest rate S=100 ; the underlying asset price lev=3 ; the number of time steps expiration=3 ; time to expiration ibtree=IBTdk(S,r, lev, expiration, "volafunc") ptree=IBTresort(ibtree.Tree) prob=IBTresort(ibtree.prob) lb=IBTresort(ibtree.lb) IBTnicemat("stock price", ptree, 3) IBTnicemat("transition probability", prob, 3) IBTnicemat("Arrow-Debreu price", lb, 3)
The following three matrices: stock price . 130.124 . 120.312 . 110.523 110.650 . 100.000 100.000 . 90.479 90.375 . 79.292 . 71.273 transition probability . 0.684 . 0.684 . 0.627 0.625 . 0.673 . 0.546 . . Arrow-Debreu price . 0.268 . 0.404 . 0.608 0.380 . 1.000 0.423 . 0.362 0.215 . 0.115 . 0.051