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Code Listing by Tal Shir

Code 1-4 of 4   






Example:
eomdateAN(2007,0) will return the date of 31.12.2006
eomdateAN(2007,-1) will return the date of 30.11.2006
eomdateAN(2007,-12) will return the date of 31.12.2005
eomdateAN(2007,13) will return the date of 31.01.2008



Rt: returns series
alpha: VaR level
OUTPUT:
CFVAR: Cornish fisher VaR with alpha probability and time horizon as the returns series frequancy



Takes a numeric verctor and cell string vector and plots a spider chart (One data set is allowed)



This Function takes the current Matlab figure (gcf) and paste it into an existing Excel File.
Example:
plot(1:10)
xlsPasteTo('Book2','Sheet1',300, 400,'D6')