Please follow the instructions below:
After the successful intallation of the Matlab SpreadsheetLink addin, everytime when you open excel, matlab will be automatically open. Now, download ThetaRunWrapperInit.m and ThetaRunWrapper.m and put them into your matlab path folder.
Start Theta Suite by a click on “runThetaSuite” in your ThetaSuite folder. In the Project Explorer, we can find “EquityOptions.thetaml” file, double click it, the ThetaML configurator will display:
Right click on this thetaml file and click properities, copy the location of this file and paste into your matlab “Current Folder” address, for example:
Copy the following two file into your current Matlab directory:ThetaRunWrapperInit.m (92 Bytes)Initialization for ThetaRunWrapper.mThetaRunWrapper.m (843 Bytes)Excel Wrapper for ThetaML Monte-Carlo Simulation: ThetaRunWrapper.m
Now, you are able to run this EquityOptions model in Matlab, simply type:
>> A=ThetaRunWrapper('EquityOptions.thetaml', 1000, 'P', 'data.SInitial', 90)
in your Matlab Command window. If you get A = 10.8809, you are all set with the configuration part.
Now, it is time to work on Excel. Prepare a new Excel sheet with the following content:
If you can get the same result 10.8809, then you are ready to train this function in Theta Proxy. If you get error “#'NOCOMMAND”, please make sure that the address of your matlab Current Folder is correct.
After that, you are invited to click on the train button and speed-up your function. See QuickStart for further details. After training, we can get the result as below:
That means, we got a speed-up of over 15.000x ! Now, the American Option is set for real-time Excel evaluations!