Decreasing scale on graphs
7 views (last 30 days)
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);
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:
set(gca, 'XTickLabel', -get(gca, 'XTick'))
Tested, and it works.