Price = 20;
Strike = 20;
Rate = 0.1;
Volatility = 0.3;
subplot(2,1,1)
t=1:-0.05:0;
Num = length(t);
PGNPrice = zeros(1,Num);
for i=1:Num;
[Call,Put] = blsprice(Price,Strike,Rate,t(i),Volatility);
PGNPrice(i) = 1e4 * (1.1)^(t(i)-1) + 271.6027 * Call;
end
plot(t,PGNPrice,'-*')
legend('PGNPrice,Price=20')
t=0.5;
subplot(2,1,2)
Price = 10:1:30;
Num=length(Price);
PGNPrice=zeros(1,Num);
for i=1:Num;
[Call,Put] = blsprice(Price(i),Strike,Rate,t,Volatility);
PGNPrice(i) = 1e4 * (1.1)^(t-1) + 271.6027 * Call;
end
plot(Price,PGNPrice,'-*')
legend('PGNPrice,Time=0.5')
求加粗部分的含义是什么?非常感谢。