MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur télécharger pdf (Page 84)

script that calls various options pricing function in order to price a call option

and compare the pricing accuracy of each model).

Unlike functions, a script has no a specific structure. It includes a number of

commands that are serially executed. As long as the command series has a

logical interpretation, the script will result to the desire output. Remember

that a script does not take and does not return input and output arguments

respectively. The vectors and matrices (variables or scalars) are stored in the

Matlab’s workspace. An example of a script follows.

Let’s say that we need to create a script with the name “CompuStat.m” that

should store in a vector named

a, the mean, standard deviation, median,

covariance, minimum and maximum of the main diagonal of a magic square.

Figure 13, shows how a version of such a script might look like for an 8-by-8

magic square.

Figure 13: An example of a script

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MATLAB FINANCIAL DERIVATIVES TOOLBOX Manuel d'utilisateur Page 84