Hi,
My code is as the following,
ratio<-seq(0,1,by=0.01)
payoff<-NULL
for (i in 1:length(ratio) )
{
payoff1<-100*(ratio[i]>=0.7)+max(100*(1+(ratio[i]-1)*2),0)*(ratio[i]<0.7)
payoff<-c(payoff,payoff1)
}
plot(ratio,payoff, xlab='ST/S0', ylab='Payoff',type='l')
I have the discontinuous point at ratio=0.7. I do not want to have the line at
0.7, and would like a solid dot at payoff=100 and a hollow dot at payoff=40 at
the jump point 0.7. How would I do this?
Thanks,
Kate
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