theoprices.m

来自「Matlab codes for financial models」· M 代码 · 共 11 行

function ThPrice = TheoPrices(x,CashFlows,Times,RealPrices)
F=zeros(length(RealPrices),1);
ThPrice=zeros(length(RealPrices),1);
for i=1:length(RealPrices)
   for j=1:length(Times)
      ThPrice(i) = ThPrice(i) + CashFlows(i,j) * ...
      exp(-Times(j)*(x(1) + x(2)*Times(j) + x(3)*Times(j)^2 + ...
         x(4)*Times(j)^3 + x(5)*Times(j)^4));
   end
end