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european_option_pricing_demo.m
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1 % simple demo script: loads a primal reduced basis with standard grid
2 % settings and 200 basis vectors (the 'l2'-error-estimator was used during
3 % basis generation) and produces a GUI for the european-Option_pricing
4 % model
5 
6 % Dominik Garmatter 11.09 2012
7 
8 load('70x70_h1h2_0.5_200_est.mat')
9 % prepare GUI input
10 sim_data = detailed_simulation(model, detailed_data);
11 reduced_data = gen_reduced_data(model, detailed_data);
12 % produce GUI
13 eop_master_gui(model, detailed_data, sim_data.U, reduced_data);