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Connect to Webservice

createClassFromWsdl(['http://www.vannavolga.com/treepricing/treepricing.asmx?WSDL'])

ans =

TreePricingClass

Methods available

methods(TreePricingClass)

Methods for class TreePricingClass:

BarrierBinomial           ImpliedTrinomialTree      TrinomialTree             
ConvertibleBond           ThreeDimensionalBinomial  display                   
CoxRossRubinstein         TreePricingClass          

More information on one methods

help TreePricingClass/ImpliedTrinomialTree

 ImpliedTrinomialTree(obj,ReturnFlag,stepn,statei,s,x,t,r,b,v,skew,nsteps)
 
    Implied trinomial tree pricing model.
    
      Input:
        ReturnFlag = (string)
        stepn = (int)
        statei = (int)
        s = (double)
        x = (double)
        t = (double)
        r = (double)
        b = (double)
        v = (double)
        skew = (double)
        nsteps = (int)
    
      Output:
        ImpliedTrinomialTreeResult = (double)

Create a web service instance

obj = TreePricingClass

    endpoint: 'http://www.vannavolga.com/treepricing/treepricing.asmx'
        wsdl: 'http://www.vannavolga.com/treepricing/treepricing.asmx?WSDL'

Test the option pricing model

ImpliedTrinomialTree(obj,'p',0,0,100,100,2,0.08,0.02,0.20,0.0004,4)

ans =

7.8341804946950591

Implied Trinomial tree

s = linspace(0,200,20);
t = linspace(0,1,20);
[x,y] = meshgrid(s,t);

clear val;

for m=1:20
    for n=1:20
        if m==1 && n==1
            val = str2double(ImpliedTrinomialTree(obj,'p',0,0,s(1),100,t(1),0.08,0.02,0.20,0.0004,4));
        else
            val = [val, str2double(ImpliedTrinomialTree(obj,'p',0,0,s(m),100,t(n),0.08,0.02,0.20,0.0004,4))];
        end
    end
end

z = reshape(val,20,20);

surf(x,y,z)

% Create xlabel
xlabel('Underlying');

% Create ylabel
ylabel('Time to maturity');

% Create zlabel
zlabel('Option Value');

Published with MATLAB® 7.7