Hi,
I am trying to create a perspective plot with Time on the x-axis,
Underlying Price on the y-axis, and Option Price on the z-axis. But
I don't like the way my x-axis is setup. Right now, Time is this
sequence.
Time = seq(from = 1/52, to = 1, by=1/52)
That results in the x-axis going from 0 at the back, to 1 near the
foreground corner.(If that makes any sense) I want to do the exact
opposite. When I try this sequence:
Time = seq(from = 1, to = 1/52, by=-1/52)
I get this error message:
Error in persp.default(x = Time, y = S, z = Price, xlab = "Time",
ylab = "S", :
increasing 'x' and 'y' values expected
So it seems that I can't use a descending sequence for my perspective
plot. Is that true? Is there a way to work around this?
persp(x=Time, y=S, z=Price, xlab="Time", ylab="S", zlab=TypeFlag, ...)
Essentially, what I'm trying to create is something that looks like
this.
http://www.insightful.com/products/finmetrics/opSensitivity1_lg.gif
You can see how Time on the x-axis diminishes as it moves to the
foreground corner.
Thanks in advance.
James
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