#MATLAB 2009 GRIDALPHA SERIES#

The difference between the model’s predicted prices and the observed market prices of

That is, calibrating the Hull-White model minimizes Minimize the difference between the model price predictions and the market prices forįor a Hull-White model, the minimization is two dimensional, with respect to mean The calibration routines find the parameters that Parameters, such that the model can reproduce, as close as possible, the prices of caps In the Hull-White model, there are two parameters related to the short rate Must determine by matching the model predictions to the existing data available in the These interest rate models depend on one or more parameters that you The pricing of interest-rate derivative securities relies on models that describe the 'sea-mat' by Rich Signell is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 3.0 Unported License.Calibrating Hull-White Model Using Market Data

Sea-py: Python tools for oceanographic analysis.

Mathworks File Exchange: Repository of user-contributed toolboxes contributed for MATLAB.

There is also a program to estimate vertical profiles of tidal ellipse parameters, given sea-elevation gradients.

tide_ell: Tidal ellipse tools that convert between u and v amplitude and phase parameters and tidal ellipse parameters (major axis, ellipticity, inclination and phase).

moordyn:Tools for designing and testing dynamics of oceanographic moorings and towed bodies.

#MATLAB 2009 GRIDALPHA SERIES#

air-sea: Compute surface wind stress and heat flux components from buoy and shipboard atmospheric and near-surface oceanographic time series measurements.Understands and utilizes CF Conventions to facilitate reading coordinate data (lon, lat, depth, time). nctoolbox: Provides read-only access to NetCDF, OPeNDAP, HDF5, GRIB, GRIB2, HDF4 and many (15+) other file formats and services using the same API.tsg-gc: A tool for interactive quality control of sea surface temperature and salinity.The number of parameters plotted is not limited.

temperature, salinity and density versus depth) on the same axes having the x-axis for the parameters “floating” below.

FloatAxis: Plot data with different units (eg.

woce-tools: A collection of WOCE water property data utilities.

dynmodes: DYNMODES calculates ocean dynamic vertical modes.

lim: Tools for water properties in lakes (or seawater < 4 ppt).

ez-krig: A gui-driven collection of routines to make Kriging of hydrographic and other spatial data a simple process, by Dr.

practical salinity, specific volume, potential density, etc).

teos-10: Thermodynamic Equation of Seawater (e.g.

seagrid: Orthogonal curvilinear grid creator for Matlab, used to make grids for ROMS, COAWST, ECOM, etc.

Timeplt: Gregorian labeling of stacked time series plots, including vector stick plots. From Rich Signell.īobstuff: Tools for vector correlation and more. RPSstuff: Tools for principal axis, low-pass filtering, z0tocd, and more. JLab: A Matlab toolbox for big data analysis, signal processing, mapping, and oceanographic applications. UTide: Expands and integrates the t_tide (Pawlowicz et al 2002), r_t_tide (Leffler and Jay 2009), IOS Tidal Package (Foreman et al 2009) approaches into a common framework. Matlab tools for the Oceanographic CommunityĪ collaborative effort to organize Matlab tools for the Oceanographic Community Time Series Tools  SEA-MAT: Matlab Tools for Oceanographic Analysis Ī collaborative effort to organize and distribute

Matlab 2009 gridalpha