Financial Derivatives Toolbox

derivget

Get derivatives pricing options

Syntax

• Value = derivget(Options, 'Parameter')
  

Arguments

Options	Existing options specification structure, probably created from previous call to derivset.
Parameter	Must be 'Diagnostics', 'Warnings', or 'ConstRate'. It is sufficient to type only the leading characters that uniquely identify the parameter. Case is ignored for parameter names.

Description

Value = derivget(Options, 'Parameter') extracts the value of the named parameter from the derivative options structure Options. Parameter values can be 'off' or 'on'.

Examples

Create an Options structure with the value of Diagnostics set to 'on'.

• Options = derivset('Diagnostics','on')
  

Use derivget to extract the value of Diagnostics from the Options structure.

• Value = derivget(Options, 'Diagnostics')
  
  Value =
  
  on
  

Use derivget to extract the value of ConstRate.

• Value   = derivget(Options, 'ConstRate')
  
  Value =
  
  on
  

Because the value of 'ConstRate' was not previously set with derivset, the answer represents the default setting for 'ConstRate'.

See Also

derivset

datedisp

derivset