Hello I have created a nested if loop inside a for loop which tries to iterate on a matrix produced previously from another for loop.
The if statement should basically go through each element in said matrix, if the result is less than zero then equate it to zero, otherwise leave the element as it is.
I have pasted my script below and I am referring specifically to the nested if statement inside the forloop in the end of my script.
dr = 0.02;
vol = 0.3;
S = 160;
r = 0.04;
T = 3;
simnum = 3
K = 1.1 * (S-(dr*S)*exp(-r));
dv = dr * S;
sadj = S - dv*exp(-r*T);
disc = exp(-r*T);
fx = sadj*exp(r-0.5*(vol^2))*T+vol*sqrt(T)
tic
sim = 1:1:simnum;
a = 1:1:simnum;
Scomp = 1:1:simnum;
cpo = disc*Scomp - K
for i = 1:simnum
a(i) = normrnd(0,1);
Scomp(i) = fx * a(i)
end
toc
cpoff = disc*Scomp - K
for i = 1:simnum
if cpoff > 0
cpoffcorr(i) = cpoff
else
cpoffcorr(i) == 0
end
end
