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
6 % Dominik Garmatter 11.09 2012
8 load(
'70x70_h1h2_0.5_200_est.mat')
10 sim_data = detailed_simulation(model, detailed_data);
11 reduced_data = gen_reduced_data(model, detailed_data);
13 eop_master_gui(model, detailed_data, sim_data.U, reduced_data);