%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
% Computing Greeks!!!!!!!!!!!
% Bastian Groß
% Universität Trier
%
% 16-Feb-2008 20:30:00
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
function varargout = Greek_Gui_2(varargin)
% GREEK_GUI_2 M-file for Greek_Gui_2.fig
% GREEK_GUI_2, by itself, creates a new GREEK_GUI_2 or raises the existing
% singleton*.
%
% H = GREEK_GUI_2 returns the handle to a new GREEK_GUI_2 or the handle to
% the existing singleton*.
%
% GREEK_GUI_2('CALLBACK',hObject,eventData,handles,...) calls the local
% function named CALLBACK in GREEK_GUI_2.M with the given input arguments.
%
% GREEK_GUI_2('Property','Value',...) creates a new GREEK_GUI_2 or raises the
% existing singleton*. Starting from the left, property value pairs are
% applied to the GUI before Greek_Gui_2_OpeningFunction gets called. An
% unrecognized property name or invalid value makes property application
% stop. All inputs are passed to Greek_Gui_2_OpeningFcn via varargin.
%
% *See GUI Options on GUIDE's Tools menu. Choose "GUI allows only one
% instance to run (singleton)".
%
% See also: GUIDE, GUIDATA, GUIHANDLES
% Edit the above text to modify the response to help Greek_Gui_2
% Last Modified by GUIDE v2.5 16-Feb-2008 20:41:58
% Begin initialization code - DO NOT EDIT
gui_Singleton = 1;
gui_State = struct('gui_Name', mfilename, ...
'gui_Singleton', gui_Singleton, ...
'gui_OpeningFcn', @Greek_Gui_2_OpeningFcn, ...
'gui_OutputFcn', @Greek_Gui_2_OutputFcn, ...
'gui_LayoutFcn', [] , ...
'gui_Callback', []);
if nargin & isstr(varargin{1})
gui_State.gui_Callback = str2func(varargin{1});
end
if nargout
[varargout{1:nargout}] = gui_mainfcn(gui_State, varargin{:});
else
gui_mainfcn(gui_State, varargin{:});
end
% End initialization code - DO NOT EDIT
%Berechnung von Greeks!!!!!!!!!!!
%Bastian Groß
%Universität Trier
% --- Executes just before Greek_Gui_2 is made visible.
function Greek_Gui_2_OpeningFcn(hObject, eventdata, handles, varargin)
% This function has no output args, see OutputFcn.
% hObject handle to figure
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% varargin command line arguments to Greek_Gui_2 (see VARARGIN)
% Choose default command line output for Greek_Gui_2
handles.output = hObject;
% Update handles structure
guidata(hObject, handles);
% UIWAIT makes Greek_Gui_2 wait for user response (see UIRESUME)
% uiwait(handles.figure1);
% --- Outputs from this function are returned to the command line.
function varargout = Greek_Gui_2_OutputFcn(hObject, eventdata, handles)
% varargout cell array for returning output args (see VARARGOUT);
% hObject handle to figure
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Get default command line output from handles structure
varargout{1} = handles.output;
% --- Executes during object creation, after setting all properties.
function edit1_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit1 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit1_Callback(hObject, eventdata, handles)
Value = str2double(get(hObject,'String'));
handles.edit1 = Value;
guidata(hObject,handles);
% hObject handle to edit1 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit1 as text
% str2double(get(hObject,'String')) returns contents of edit1 as a double
% --- Executes during object creation, after setting all properties.
function edit2_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit2 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit2_Callback(hObject, eventdata, handles)
Value = str2double(get(hObject,'String'));
handles.edit2 = Value;
guidata(hObject,handles);
% hObject handle to edit2 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit2 as text
% str2double(get(hObject,'String')) returns contents of edit2 as a double
% --- Executes during object creation, after setting all properties.
function edit3_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit3 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit3_Callback(hObject, eventdata, handles)
Value = str2double(get(hObject,'String'));
handles.edit3 = Value;
guidata(hObject,handles);
% hObject handle to edit3 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit3 as text
% str2double(get(hObject,'String')) returns contents of edit3 as a double
% --- Executes during object creation, after setting all properties.
function edit4_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit4 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit4_Callback(hObject, eventdata, handles)
Value = str2double(get(hObject,'String'));
handles.edit4 = Value;
guidata(hObject,handles);
% hObject handle to edit4 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit4 as text
% str2double(get(hObject,'String')) returns contents of edit4 as a double
% --- Executes during object creation, after setting all properties.
function edit5_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit5 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit5_Callback(hObject, eventdata, handles)
Value = str2double(get(hObject,'String'));
handles.edit5 = Value;
guidata(hObject,handles);
% hObject handle to edit5 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit5 as text
% str2double(get(hObject,'String')) returns contents of edit5 as a double
% --- Executes during object creation, after setting all properties.
function edit6_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit6 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit6_Callback(hObject, eventdata, handles)
Value = str2double(get(hObject,'String'));
handles.edit6 = Value;
guidata(hObject,handles);
% hObject handle to edit6 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit6 as text
% str2double(get(hObject,'String')) returns contents of edit6 as a double
% --- Executes during object creation, after setting all properties.
function edit7_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit7 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit7_Callback(hObject, eventdata, handles)
% hObject handle to edit7 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit7 as text
% str2double(get(hObject,'String')) returns contents of edit7 as a double
%%%%%%%%%%%%%%%%%%
%%%%%%MAIN-PART%%%%%%%
%%%%%%%%%%%%%%%%%%
% --- Executes on button press in pushbutton1.
function pushbutton1_Callback(hObject, eventdata, handles)
clear Price;
S = handles.edit1;
K = handles.edit2;
r = handles.edit3;
q = handles.edit4;
t = handles.edit5;
Vola = handles.edit6;
a = Vola*sqrt(t);
d1 = (log(S/K) + (r - q + (Vola^2)/2)*t)/a;
d2 = d1 - a;
n1 = normcdf(d1);
n2 = normcdf(d2);
p = sqrt(2*pi);
p1 = exp(d1^2/2)/p;
p2 = exp(d2^2/2)/p;
eq = exp(-q*t);
er = exp(-t*r);
Price = exp((-1)*q*t)*S*n1-exp((-1)*r*t)*K*n2;
delta = eq*n1;
gamma = eq*p1/(S*a);
vega = eq*S*p1*sqrt(t);
theta = eq*S*p1*Vola/(2*sqrt(t))-r*K*er*n2+q*S*eq*n1;
rho = K*t*er*n2;
volga = S*eq*p1*sqrt(t)*d1*d2/Vola;
vanna = -eq*p1*d2/Vola;
charm = -eq*q*n1+p1*eq*(2*(r-q)*t-d2*a)/(a*2*t);
color = -eq*p1*(2*t*q+1+d1*((2*(r-q)*t-d2*a)/(a*2*t)))/(2*S*t*a);
duald = -er*d2;
dualg = er*p2/(K*a);
Price2= num2str(Price);
delta2= num2str(delta);
gamma2= num2str(gamma);
vega2 = num2str(vega);
theta2= num2str(theta);
rho2 = num2str(rho);
volga2= num2str(volga);
vanna2= num2str(vanna);
charm2= num2str(charm);
color2= num2str(color);
duald2= num2str(duald);
dualg2= num2str(dualg);
set(handles.edit7, 'String', Price2);
set(handles.edit8, 'String', delta2);
set(handles.edit9, 'String', gamma2);
set(handles.edit10, 'String', vega2);
set(handles.edit11, 'String', theta2);
set(handles.edit12, 'String', rho2);
set(handles.edit13, 'String', volga2);
set(handles.edit14, 'String', vanna2);
set(handles.edit15, 'String', charm2);
set(handles.edit16, 'String', color2);
set(handles.edit17, 'String', duald2);
set(handles.edit18, 'String', dualg2);
% hObject handle to pushbutton1 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% --- Executes during object creation, after setting all properties.
function edit8_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit8 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit8_Callback(hObject, eventdata, handles)
% hObject handle to edit8 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit8 as text
% str2double(get(hObject,'String')) returns contents of edit8 as a double
% --- Executes during object creation, after setting all properties.
function edit9_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit9 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit9_Callback(hObject, eventdata, handles)
% hObject handle to edit9 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit9 as text
% str2double(get(hObject,'String')) returns contents of edit9 as a double
% --- Executes during object creation, after setting all properties.
function edit10_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit10 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit10_Callback(hObject, eventdata, handles)
% hObject handle to edit10 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit10 as text
% str2double(get(hObject,'String')) returns contents of edit10 as a double
% --- Executes during object creation, after setting all properties.
function edit11_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit11 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit11_Callback(hObject, eventdata, handles)
% hObject handle to edit11 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit11 as text
% str2double(get(hObject,'String')) returns contents of edit11 as a double
% --- Executes during object creation, after setting all properties.
function edit12_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit12 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit12_Callback(hObject, eventdata, handles)
% hObject handle to edit12 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit12 as text
% str2double(get(hObject,'String')) returns contents of edit12 as a double
% --- Executes during object creation, after setting all properties.
function edit13_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit13 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit13_Callback(hObject, eventdata, handles)
% hObject handle to edit13 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit13 as text
% str2double(get(hObject,'String')) returns contents of edit13 as a double
% --- Executes during object creation, after setting all properties.
function edit14_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit14 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit14_Callback(hObject, eventdata, handles)
% hObject handle to edit14 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit14 as text
% str2double(get(hObject,'String')) returns contents of edit14 as a double
% --- Executes during object creation, after setting all properties.
function edit15_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit15 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit15_Callback(hObject, eventdata, handles)
% hObject handle to edit15 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit15 as text
% str2double(get(hObject,'String')) returns contents of edit15 as a double
% --- Executes during object creation, after setting all properties.
function edit16_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit16 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit16_Callback(hObject, eventdata, handles)
% hObject handle to edit16 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit16 as text
% str2double(get(hObject,'String')) returns contents of edit16 as a double
% --- Executes during object creation, after setting all properties.
function edit17_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit17 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit17_Callback(hObject, eventdata, handles)
% hObject handle to edit17 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit17 as text
% str2double(get(hObject,'String')) returns contents of edit17 as a double
% --- Executes during object creation, after setting all properties.
function edit18_CreateFcn(hObject, eventdata, handles)
% hObject handle to edit18 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles empty - handles not created until after all CreateFcns called
% Hint: edit controls usually have a white background on Windows.
% See ISPC and COMPUTER.
if ispc
set(hObject,'BackgroundColor','white');
else
set(hObject,'BackgroundColor',get(0,'defaultUicontrolBackgroundColor'));
end
function edit18_Callback(hObject, eventdata, handles)
% hObject handle to edit18 (see GCBO)
% eventdata reserved - to be defined in a future version of MATLAB
% handles structure with handles and user data (see GUIDATA)
% Hints: get(hObject,'String') returns contents of edit18 as text
% str2double(get(hObject,'String')) returns contents of edit18 as a double
at the end of the day after I learn something useful. 
