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 [EMAIL PROTECTED] 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
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