?? theoprices.m
字號:
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
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