/
payoff_gradient.m
158 lines (156 loc) · 4.95 KB
/
payoff_gradient.m
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function payoff_gradient = payoff_gradient(in1,in2,in3)
%PAYOFF_GRADIENT
% PAYOFF_GRADIENT = PAYOFF_GRADIENT(IN1,IN2,IN3)
% This function was generated by the Symbolic Math Toolbox version 8.2.
% 12-Aug-2021 14:57:24
P = in3(:,4);
R = in3(:,1);
S = in3(:,2);
T = in3(:,3);
p1 = in1(:,1);
p2 = in1(:,2);
p3 = in1(:,3);
p4 = in1(:,4);
q1 = in2(:,1);
q2 = in2(:,2);
q3 = in2(:,3);
q4 = in2(:,4);
t2 = p2.*q3;
t3 = p3.*q2.*q3;
t4 = p2.*q3.*q4;
t5 = p2.*q2;
t6 = p3.*q2;
t7 = p3.*q4;
t8 = p4.*q3;
t9 = p1.*p2.*q1;
t10 = p2.*p3.*q3;
t11 = p1.*p4.*q4;
t12 = p3.*p4.*q2;
t13 = p1.*q1.*q2;
t14 = p4.*q1.*q4;
t15 = p1.*p2.*q1.*q4;
t16 = p1.*p2.*q2.*q3;
t17 = p1.*p3.*q1.*q3;
t18 = p1.*p4.*q1.*q2;
t19 = p2.*p3.*q1.*q2;
t20 = p1.*p3.*q2.*q4;
t21 = p2.*p4.*q1.*q3;
t22 = p1.*p4.*q3.*q4;
t23 = p2.*p3.*q3.*q4;
t24 = p2.*p4.*q2.*q4;
t25 = p3.*p4.*q1.*q4;
t26 = p3.*p4.*q2.*q3;
t40 = p1.*q1;
t41 = p2.*q4;
t42 = p3.*q3;
t43 = p4.*q2;
t44 = p4.*q4;
t45 = p1.*p2.*q3;
t46 = p1.*p4.*q1;
t47 = p2.*p3.*q2;
t48 = p3.*p4.*q4;
t49 = p1.*q1.*q4;
t50 = p3.*q1.*q2;
t51 = p2.*q2.*q3;
t52 = p4.*q3.*q4;
t53 = p1.*p2.*q1.*q2;
t54 = p1.*p3.*q1.*q4;
t55 = p1.*p3.*q2.*q3;
t56 = p1.*p4.*q1.*q3;
t57 = p2.*p3.*q1.*q3;
t58 = p1.*p2.*q3.*q4;
t59 = p3.*p4.*q1.*q2;
t60 = p1.*p4.*q2.*q4;
t61 = p2.*p3.*q2.*q4;
t62 = p2.*p4.*q1.*q4;
t63 = p2.*p4.*q2.*q3;
t64 = p3.*p4.*q3.*q4;
t27 = -p2+p4-q2+q4+t2+t3+t4+t5+t6+t7+t8+t9+t10+t11+t12+t13+t14+t15+t16+t17+t18+t19+t20+t21+t22+t23+t24+t25+t26-t40-t41-t42-t43-t44-t45-t46-t47-t48-t49-t50-t51-t52-t53-t54-t55-t56-t57-t58-t59-t60-t61-t62-t63-t64+1.0;
t28 = P.*p2.*q3;
t29 = P.*p3.*q2.*q3;
t30 = S.*p4.*q2.*q4;
t31 = T.*p2.*q3.*q4;
t32 = T.*q4;
t33 = P.*p3.*q2;
t34 = R.*p4.*q4;
t35 = T.*p4.*q3;
t36 = P.*p1.*q1.*q2;
t37 = R.*p3.*q2.*q4;
t38 = T.*p4.*q1.*q3;
t39 = T.*p4.*q1.*q4;
t65 = 1.0./t27;
t66 = p4.*q1.*q3;
t67 = p4.*q2.*q4;
t68 = 1.0./t27.^2;
t69 = S.*p4;
t70 = P.*p2.*q2;
t71 = S.*p3.*q4;
t72 = P.*p1.*p2.*q1;
t73 = P.*p2.*p3.*q3;
t74 = R.*p2.*p4.*q3;
t75 = S.*p1.*p4.*q4;
t76 = S.*p3.*p4.*q2;
t77 = T.*p2.*p4.*q4;
t78 = P.*p1.*p2.*q2.*q3;
t79 = P.*p1.*p3.*q1.*q3;
t80 = P.*p2.*p3.*q1.*q2;
t81 = R.*p2.*p3.*q3.*q4;
t82 = R.*p2.*p4.*q2.*q4;
t83 = R.*p3.*p4.*q2.*q3;
t84 = S.*p1.*p4.*q1.*q2;
t85 = S.*p1.*p3.*q2.*q4;
t86 = S.*p3.*p4.*q1.*q4;
t87 = T.*p1.*p2.*q1.*q4;
t88 = T.*p2.*p4.*q1.*q3;
t89 = T.*p1.*p4.*q3.*q4;
t91 = P.*q2;
t93 = S.*p4.*q2;
t94 = S.*p4.*q4;
t99 = P.*p2;
t100 = P.*p1.*q1;
t101 = P.*p3.*q3;
t102 = T.*p2.*q4;
t103 = T.*p4.*q4;
t104 = P.*p1.*p2.*q3;
t105 = P.*p2.*p3.*q2;
t106 = P.*p3.*q1.*q2;
t107 = P.*p2.*q2.*q3;
t108 = R.*p2.*p4.*q4;
t109 = S.*p1.*p4.*q1;
t110 = R.*p4.*q2.*q4;
t111 = S.*p3.*p4.*q4;
t112 = S.*p3.*q2.*q4;
t113 = T.*p2.*p4.*q3;
t114 = T.*p1.*q1.*q4;
t115 = T.*p4.*q3.*q4;
t116 = P.*p1.*p2.*q1.*q2;
t117 = P.*p1.*p3.*q2.*q3;
t118 = P.*p2.*p3.*q1.*q3;
t119 = R.*p2.*p3.*q2.*q4;
t120 = R.*p2.*p4.*q2.*q3;
t121 = R.*p3.*p4.*q3.*q4;
t122 = S.*p1.*p3.*q1.*q4;
t123 = S.*p3.*p4.*q1.*q2;
t124 = S.*p1.*p4.*q2.*q4;
t125 = T.*p1.*p4.*q1.*q3;
t126 = T.*p1.*p2.*q3.*q4;
t127 = T.*p2.*p4.*q1.*q4;
t90 = P+t28+t29+t30+t31+t32+t33+t34+t35+t36+t37+t39+t69+t70+t71+t72+t73+t74+t75+t76+t77+t78+t79+t80+t81+t82+t83+t84+t85+t86+t87+t88+t89-t91-t93-t94-t99-t100-t101-t102-t103-t104-t105-t106-t107-t108-t109-t110-t111-t112-t113-t114-t115-t116-t117-t118-t119-t120-t121-t122-t123-t124-t125-t126-t127;
t92 = P.*q2.*q3;
t95 = P.*p2.*q1.*q2;
t96 = R.*p4.*q2.*q3;
t97 = p2.*q1.*q2;
t98 = p1.*q2.*q3;
t128 = S.*q4;
t129 = R.*q2.*q4;
t130 = T.*q1.*q4;
t131 = S.*p1.*q2.*q4;
t132 = S.*p3.*q1.*q4;
t133 = T.*p1.*q3.*q4;
t134 = q1.*q4;
t135 = q3.*q4;
t136 = p1.*q1.*q3;
t137 = p1.*q2.*q4;
t138 = p3.*q1.*q4;
t139 = p3.*q3.*q4;
payoff_gradient = [-t65.*(t28+t29+t30+t31+t38+t95+t130+t132+P.*q1-P.*p2.*q1-P.*q1.*q2+S.*p4.*q1-S.*p4.*q4-P.*p2.*q2.*q3-P.*p3.*q1.*q3-S.*p4.*q1.*q2-S.*p3.*q2.*q4-T.*p2.*q1.*q4-T.*p4.*q3.*q4)+t68.*t90.*(q1+t2+t3+t4+t66+t67+t97+t134+t138-p2.*q1+p4.*q1-p4.*q4-q1.*q2-p2.*q1.*q4-p2.*q2.*q3-p3.*q1.*q3-p4.*q1.*q2-p3.*q2.*q4-p4.*q3.*q4),-t65.*(P+t32+t33+t34+t35+t36+t37-t38+t39+t92+t96+t133-P.*q2-P.*q3-P.*p1.*q1+P.*p1.*q3-P.*p3.*q3-R.*p4.*q3-T.*p4.*q4-T.*q3.*q4-P.*p1.*q2.*q3-P.*p3.*q1.*q2+P.*p3.*q1.*q3-R.*p3.*q3.*q4-R.*p4.*q2.*q4-T.*p1.*q1.*q4)-t68.*t90.*(q2+q3-q4-t6-t13-t14+t40+t42+t49+t50+t66+t67+t98+t135+t139-p1.*q3-q2.*q3-p3.*q1.*q3-p1.*q3.*q4-p3.*q2.*q4-p4.*q2.*q3-1.0),t65.*(t28-t70+t91+t92+t93-t94+t95+t96+t128+t129+t131-P.*q3-P.*q1.*q2-S.*q2.*q4+P.*p1.*q1.*q3-P.*p1.*q2.*q3-P.*p2.*q1.*q3-R.*p2.*q2.*q4+R.*p2.*q3.*q4-R.*p4.*q3.*q4-S.*p1.*q1.*q4-S.*p4.*q1.*q2+S.*p4.*q1.*q4)-t68.*t90.*(q2-q3+q4+t2+t4-t5+t14+t43-t44-t49-t52+t97-t98+t136+t137-q1.*q2+q2.*q3-p2.*q1.*q3-p4.*q1.*q2-p2.*q2.*q4+p4.*q2.*q3),t65.*(S-t32-t71+t102-t128-t129+t130-t131+t132+t133+R.*q4-S.*q2+T.*q3+R.*p2.*q3-R.*p2.*q4-S.*p1.*q1+S.*p1.*q4+S.*p3.*q2-T.*p2.*q3+S.*q2.*q4-T.*q3.*q4-R.*p2.*q2.*q3+R.*p2.*q2.*q4+R.*p3.*q2.*q3-R.*p3.*q3.*q4+S.*p1.*q1.*q2-S.*p3.*q1.*q2-T.*p1.*q1.*q3+T.*p2.*q1.*q3-T.*p2.*q1.*q4)+t68.*t90.*(q2-q3+q4-t3-t6+t7-t13+t40+t50+t51-t134+t135+t136+t137-t138+t139-p1.*q4-p2.*q1.*q3+p2.*q1.*q4-p1.*q3.*q4-p2.*q2.*q4-1.0)];