MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur télécharger pdf (Page 8)

• m-file is a file that contains Matlab’s language code. m-files can be

functions that accept arguments and produce output, or they can be

scripts that execute a series of Matlab statements. For Matlab to

recognize a file as an m-file, its file name extension must be *.m.

• functions are m-files that can accept input arguments and return

output arguments. The name of the m-file and the calling syntax

name of the function should be the same. Functions operate on

variables within their own workspace, separate from the workspace

you access at the Matlab command prompt. Functions are useful for

extending the existing Matlab language for personal applications (e.g.

create a function that returns the expected return and standard

deviation related with a set of companies).

• scripts can operate on existing data in the workspace, or they can

create new data on which to operate. Although scripts do not return

output arguments, any variables that they create remain in the

workspace, to be used in subsequent computations. In addition,

scripts can produce graphical output using functions. Scripts are

useful for automating a series of steps that are needed to be

performed many times (e.g. to create a script that executes a series of

functions related to portfolio optimization).

• Every variable has a name and a data type. With Matlab, accepted

variables names do not start with symbols (like ~, +, -) or numbers,

use lower and upper case letters do not exceed 63 characters and do

not resemble reserved words and build-in functions. Acceptable

definitions include: Time, x, y, XYZ, Ray_value, U3e23 etc. Non-

acceptable definitions are the followings: +Time, 3587num, _XYZ,

rayX-values, for, end, while, case, day etc. The data type is a

classification of particular type information. Among the most usable

types are: integer a whole number, a number without any fraction

(e.g. 12, 10, 89); floating point a number with a fractional part (e.g.

25.7, 78,1, 0.000005, 5e-5 which is equal to 5*10

-5

); and character

readable text character (e.g. 'k'). With Matlab, it is not need to type or

declare variables used in the m-files. Any operation that assigns a

value to a variable creates the variable, if needed, or overwrites its

current value, if it already exists.

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MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur Page 8