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);
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Answers (3)
Jan
on 11 Mar 2011
Can you change the values of the time?
plot(1 - Times, TDCall);
Perhaps FLIPLR is wanted to reorder TDCall?
Walter Roberson
on 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 Comments
Walter Roberson
on 12 Mar 2011
True, and surmountable using known methods.
Good enough for someone who was falling asleep at the time.
Ned Gulley
on 11 Mar 2011
Is this what you're looking for?
plot(Times,TDCall)
set(gca,'XDir','reverse')
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