If statement not replacing matrix elements correctly

Hello I have created a nested if loop inside a for loop which tries to iterate on a matrix produced previously from another for loop.

The if statement should basically go through each element in said matrix, if the result is less than zero then equate it to zero, otherwise leave the element as it is.

I have pasted my script below and I am referring specifically to the nested if statement inside the forloop in the end of my script.

%Parameter declaration for coding:

dr = 0.02;

vol = 0.3;

S = 160;

r = 0.04;

T = 3;

simnum = 3 %no of simulations

%Computation of ALL iteration constants

%Step1: Compute K

K = 1.1 * (S-(dr*S)*exp(-r));

%Step2: Compute Dividend Value

dv = dr * S;

%Step3: Compute adjusted S

sadj = S - dv*exp(-r*T);

%Step 4 Computed Discount rate

disc = exp(-r*T);

%Step 5 Computation of Deterministic part

fx = sadj*exp(r-0.5*(vol^2))*T+vol*sqrt(T)

%Simulation for Stochastic part

tic

sim = 1:1:simnum;

a = 1:1:simnum;

Scomp = 1:1:simnum;

%C = 1:1:simnum

cpo = disc*Scomp - K

for i = 1:simnum

a(i) = normrnd(0,1);

Scomp(i) = fx * a(i)

end

toc

% Payoff matrix creation

cpoff = disc*Scomp - K

%cpoffcorr = zeros(1,simnum)

for i = 1:simnum

if cpoff > 0

cpoffcorr(i) = cpoff

else

cpoffcorr(i) == 0

end

end

% Average and Variance Computation

%CBAR = cpoffcorr/simnum

%CVAR = var(CBAR)

Answer 1

[Voss]

I think you mean:

cpoffcorr = zeros(1,simnum); % yes, pre-allocate
for i = 1:simnum
    if cpoff(i) > 0 % check the ith element
        cpoffcorr(i) = cpoff(i) % assign using the ith element
    else
        cpoffcorr(i) = 0 % use assignment (=) not comparison (==)
    end
end

However, you can do it without a loop at all:

cpoffcorr = max(0,cpoff)

[Mahmoud Galal]

that was very straightforward, thank you very much, the cpoffcorr = max(0,cpoff) did the trick, it did not work for me earlier since I was trying to for loop it.

Need to learn to think that things are simpler than they are.

Thanks again!!

[Voss]

You're welcome!