who can help me to run this code in matlab? I run it in my computer but the result is totally different from the book! In the book,the image is a increase curve,but my result is a decrease curve.So, is there something wrong of my MATLAB???(adsbygoogle = window.adsbygoogle || []).push({});

code：

syms r P A B t;

P = exp(A+B*r);

disp('first derivative of P with respect to r')

diff(P,r)

disp('second derivative of P with respect to r')

diff(diff(P,r))

syms f B A s k m p r t DA DB

f1=0.5*B^2*s^2+B*(k*(m-r)-p*s)-DA-DB*r-r

collect(f1,r)

dsolve('-B*k-DB-1=0','B(0)=0')

B = -1/k+exp(-k*t)/k;

f2=1/2*B^2*s^2+B*(k*m-p*s)-DA

dsolve('1/2*(-1/k+exp(-k*t)/k)^2*s^2+(-1/k+exp(-k*t)/k)*(k*m-p*s)-DA=0','A(0)=0')

tau=(1:1:60)';

nTau=length(tau);

p=0.20;s=0.25;k=0.30;theta=5;r=6;

% Calculate A, B and the yield curve;

B=(exp(-k.*tau)-1)./k;

A=B.*(((p*s)/k)-theta)-theta.*tau+(p.*s.*tau)./k+(s^2/(4*k)).*(-(B.^2)+(2*exp(-k.*tau)-2)./(k^2)+(2.*tau)./k);

y=-(1./tau).*(A+B.*r);

figure;

plot(tau,y)

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# Who can help me to run this code in matlab?

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