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05/23/13 04:20am

Hi all,

My problem is the following. I define different functions: Eta, A, B, P and DR but when I plot DR (which depend of Eta,A, B and P) I obtain just the axes of my function.

Here is my different functions:

Clear[A, B, P, DR, Alpha, Gamma, Sigma];
Eta[Alpha_, Sigma_]:= Sqrt[Alpha^2 + Sigma^2];

A[Alpha_, Gamma_, Sigma_, t_,T_] := ((2*Eta[Alpha,Sigma]*(Exp[(Alpha + Eta[Alpha, Sigma])*(T - t)/2]))/((Alpha + Eta[Alpha, Sigma])*(Exp[Eta[Alpha, Sigma]*(T - t)] - 1) + 2*Eta[Alpha, Sigma]))(2*Alpha*Gamma/(Sigma^2));

B[Alpha_, Gamma_, Sigma_, t_, T_] := ((2*(Exp[Eta[Alpha, Sigma]*(T - t)] - 1))/((Alpha + Eta[Alpha, Sigma])*(Exp[Eta[Alpha, Sigma]*(T - t)] -1)+2*Eta[Alpha,Sigma]))(2*Alpha*Gamma/(Sigma)^2);

P[r_, t_, T_, Alpha_, Gamma_, Sigma_] :=
A[Alpha, Gamma, Sigma, t, T]*
Exp[-B[Alpha, Gamma, Sigma, t, T]*r];

DR[r_, T_, Alpha_, Gamma_, Sigma_] :=
If[T == 0, r, N[-Log[P[r, 0, T, Alpha, Gamma, Sigma]]/T]];

Plot[DR[0.12, T, 1, 0.08, 0.05], {T, 0, 10},AxesLabel -> {"maturity", ""}]

For each function with different parameters I obtain a result but when I try to plot...nothing

I don't be able to find my mistake so if someone can help me.
I hope all is clear.
Thanks for your answers.

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Subject (listing for 'Problem with Plot')
Author Date Posted
Problem with Plot Thibault 05/23/13 04:20am
Re: Problem with Plot jf 05/23/13 11:00am
Re: Problem with Plot Bill Simpson 05/23/13 12:02pm
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