Re: [R] Plot for jump point

From: jim holtman <jholtman_at_gmail.com>
Date: Sun, 30 Mar 2008 16:37:44 -0500

Try this:

ratio<-seq(0,1,by=0.01)
payoff<-NULL
for (i in 1:length(ratio) )
{
payoff1<-100*(ratio[i]>=0.7)+max(100*(1+(ratio[i]-1)*2),0)*(ratio[i]<0.7) payoff<-c(payoff,payoff1)
}
payoff[70] <- NA # force no line
plot(ratio,payoff, xlab='ST/S0', ylab='Payoff',type='l') points(c(ratio[69], ratio[71]), c(payoff[69], payoff[71]), pch=c(1,16))

On Sun, Mar 30, 2008 at 4:17 PM, kate <yhsu6_at_uiuc.edu> wrote:
> Hi,
>
> My code is as the following,
> ratio<-seq(0,1,by=0.01)
> payoff<-NULL
> for (i in 1:length(ratio) )
> {
> payoff1<-100*(ratio[i]>=0.7)+max(100*(1+(ratio[i]-1)*2),0)*(ratio[i]<0.7)
> payoff<-c(payoff,payoff1)
> }
> plot(ratio,payoff, xlab='ST/S0', ylab='Payoff',type='l')
>
> I have the discontinuous point at ratio=0.7. I do not want to have the line at 0.7, and would like a solid dot at payoff=100 and a hollow dot at payoff=40 at the jump point 0.7. How would I do this?
>
> Thanks,
>
> Kate
> [[alternative HTML version deleted]]
>
> ______________________________________________
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>

-- 
Jim Holtman
Cincinnati, OH
+1 513 646 9390

What is the problem you are trying to solve?

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Received on Sun 30 Mar 2008 - 21:40:33 GMT

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