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  1. Matlab builder: m-file protection

    Hi, does anyone known how to protect m-file? I'm using matlab builder with excel(VBA), I've tried to use p-file but it doesn't work. After running the excel file based on .dll created from MatBuilder, it's possible to see the initial m-file codes. I would like to encrypt these files!! Is it...

  2. G2++: Swaption analytic formula

    Hi all, i'm trying to build the analytic formula of an european swaption ,in Matlab, by following Brigo-Mercurio pag.158-59. I'm using the parameters present in the book (a=0.7735, b=0.08201, sigma=0.02228; eta=0.01038, rho=-0.7019), but when i try to calculate the...

  3. Matlab calibration of Hull-White model

    Hi, I have some problems with the calibration from the cap volatilities Do someone know where i can find the matlab code??? Thank you
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