Change Volatility in the blsprice function
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I want to change the Volatility in the blsprice function. I wrote the code below, but I do not get to see the time series of the Call for the different Volatility values. Anyone that can help?
Rate=0.0201; Floor=0.03; Volatility= 0.2; T=[0:15]; df=exp(-Rate*T); FwdRate=(df(2:end-1)./df(3:end)-1);
Voly = 0.01:0.01:0.05 ;
for j=1:length(Voly) [Call] = blsprice(FwdRate, Floor, 0, T(2:end-1), Volatility+Voly(j)); end if true % code end
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