getdirnumbers.m

Numerical Methods In_Finance And Economics Matlab Source Code

function [v, m] = GetDirNumbers(p,m0,n)
degree = length(p)-1;
p = p(2:degree);
m = [ m0 , zeros(1,n-degree) ];
for i= (degree+1):n
   m(i) = bitxor(m(i-degree), 2^degree * m(i-degree));
   for j=1:(degree-1)
      m(i) = bitxor(m(i), 2^j * p(j) * m(i-j));
   end
end
v=m./(2.^(1:length(m)));