[Uwgarp-commits] r214 - pkg/GARPFRM/vignettes

[noreply at r-forge.r-project.org]

Author: rossbennett34
Date: 2014-08-26 02:08:59 +0200 (Tue, 26 Aug 2014)
New Revision: 214

Modified:
   pkg/GARPFRM/vignettes/BSM_and_Greeks.Rnw
Log:
minor edit to options vignette

Modified: pkg/GARPFRM/vignettes/BSM_and_Greeks.Rnw
===================================================================
--- pkg/GARPFRM/vignettes/BSM_and_Greeks.Rnw	2014-07-30 19:31:07 UTC (rev 213)
+++ pkg/GARPFRM/vignettes/BSM_and_Greeks.Rnw	2014-08-26 00:08:59 UTC (rev 214)
@@ -95,7 +95,7 @@
 call <- optionValue(option = eu.call, method = "Black-Scholes")
 # S_0 - K * e^{-r T}
 100 - 100 * exp(-0.1 * 1)
-plot(sigma, call, ylab="Call Price", ylab="Volatility", 
+plot(sigma, call, ylab="Call Price", xlab="Volatility", 
      main="Call price as volatility approaches 0", type = "l")
 @