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派生

Set or modify derivatives pricing options

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Syntax

选项= derivset（选项，名称，值）
选项=派生（名称，值）
Options = derivset(OldOptions,NewOptions)
Options = derivset
派生

Description

example

Options= derivset(Options,Name,Value)修改现有的衍生品定价选项结构Optionsby changing the specified name-value pair argument values.

example

Options= derivset(Name,Value)creates a derivatives pricing options structureOptions使用指定的名称值对参数值。任何未指定的名称值参数都设置为默认值Optionsoutput is passed to the derivatives function.

example

Options= derivset(OldOptions,NewOptions)结合现有选项结构OldOptionswith a new options structureNewOptions. Any parameters inNewOptionswith nonempty values overwrite the corresponding old parameters inOldOptions.

example

Options= derivset创建选项结构Optionswhere all the parameters are set to the default values.

example

派生with no input or output arguments displays all parameter names and information about their possible values.

Examples

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打开实时脚本

Enable the display of additional diagnostic information that appears when executing pricing functions

Options = derivset('Diagnostics','on')
Options =struct with fields:Diagnostics: 'on' Warnings: 'on' ConstRate: 'on' BarrierMethod: 'unenhanced'

更改ConstRateparameter in the existingOptions结构体so that the assumption of constant rates between tree nodes no longer applies.

选项= derivset（选项，“解释”,'off')
Options =struct with fields:Diagnostics: 'on' Warnings: 'on' ConstRate: 'off' BarrierMethod: 'unenhanced'

With no input or output arguments,派生displays all parameter names and information about their possible values.

派生
Diagnostics: [ on | {off} ] Warnings: [ {on} | off ] ConstRate: [ {on} | off ] BarrierMethod: [ {unenhanced} | interp ]

Input Arguments

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现有选项规范，指定为从先前调用到的结构派生.

Data Types:struct

现有选项规范，指定为从先前调用到的结构派生.

Data Types:struct

New options specification, specified as a structure.

Data Types:struct

Name-Value Arguments

将可选的参数对Name1=Value1,...,NameN=ValueN, whereNameis the argument name and价值is the corresponding value. Name-value arguments must appear after other arguments, but the order of the pairs does not matter.

Before R2021a, use commas to separate each name and value, and encloseNamein quotes.

Example:options = derivset（options，'digndate'，'off'）

打印诊断信息, specified as the comma-separated pair consisting of'Diagnostics'and a character vector. This option applies only for HJM, BDT, HW and BK pricing.

Data Types:char

Display warnings, specified as the comma-separated pair consisting of'Warnings'and a character vector. This option applies only for HJM, BDT, HW and BK pricing.

Data Types:char

Assume constant rates between tree nodes, specified as the comma-separated pair consisting of“解释”and a character vector. This option applies only for HJM, BDT, HW and BK pricing.

Data Types:char

Method for pricing Barrier option, specified as the comma-separated pair consisting of'BarrierMethod'and a character vector. Specifying'unenhanced'使用无校正计算。指定'Interp'在屏障边界上使用节点之间的增强估值插值。

Data Types:char

Output Arguments

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Options specification, returned as a structure encapsulating the properties of a derivatives option.

版本历史

在R2006a之前引入

See Also

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