[R] Plot for jump point

[jim holtman]

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 <yhsu6 at uiuc.edu> 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
>        [[alternative HTML version deleted]]
>
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-- 
Jim Holtman
Cincinnati, OH
+1 513 646 9390

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