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brownexp.m

 % Copyright (c) 2008 the authors listed at the following URL, and/or
 % the authors of referenced articles or incorporated external code:
 % http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?action=history&offset=20061105071300
 % 
 % Permission is hereby granted, free of charge, to any person obtaining
 % a copy of this software and associated documentation files (the
 % "Software"), to deal in the Software without restriction, including
 % without limitation the rights to use, copy, modify, merge, publish,
 % distribute, sublicense, and/or sell copies of the Software, and to
 % permit persons to whom the Software is furnished to do so, subject to
 % the following conditions:
 % 
 % The above copyright notice and this permission notice shall be
 % included in all copies or substantial portions of the Software.
 % 
 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 % 
 % Retrieved from: http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?oldid=7929
 
 function data = brownexp(volatility, nb_points, varargin)
 % BROWNEXP - simulation of a brownian exponential diffusion

 %  use:

 % > data = brownexp(volatility, nb_points, options)

 % options:

 % - drift         :   0

 % - start-price   : 100

 % - time-step     :  1/250

 % - nb-simulations:   1

 % - time-horizon  :  []

 % if time-horizon not empty, it replaces nb_points

 %

 %  example:

 % data = brownexp(.20, 250, 'nb-simulations', 5)

 % plotstruct( data)

 
 opt = options({'drift', 0, 'start-price', 100, 'time-step', 1/250, ...
                'nb-simulations', 1, 'time-horizon', []}, varargin);
 
 if nargin < 2
     nb_points = 100;
 end
 time_step = opt.get('time-step');
 if ~isempty(opt.get('time-horizon'))
     time_horizon = opt.get('time-horizon');
 else
     time_horizon = time_step*(nb_points-1);
 end
 
 dates  = (0:time_step:time_horizon)';
 values = opt.get('start-price')*exp( (opt.get('drift') - volatility^2/2) * ...
          dates+volatility *sqrt(time_step)*cumsum(randn(length(dates),opt.get('nb-simulations'))));
 
 data   = struct( 'title', 'simulations', 'value', values, 'date', dates, ...
                  'names', {tokenize(sprintf('sim-%d;',1:size(values,2)),';')});

 

firstoo.m

 % Copyright (c) 2008 the authors listed at the following URL, and/or
 % the authors of referenced articles or incorporated external code:
 % http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?action=history&offset=20061105071300
 % 
 % Permission is hereby granted, free of charge, to any person obtaining
 % a copy of this software and associated documentation files (the
 % "Software"), to deal in the Software without restriction, including
 % without limitation the rights to use, copy, modify, merge, publish,
 % distribute, sublicense, and/or sell copies of the Software, and to
 % permit persons to whom the Software is furnished to do so, subject to
 % the following conditions:
 % 
 % The above copyright notice and this permission notice shall be
 % included in all copies or substantial portions of the Software.
 % 
 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 % 
 % Retrieved from: http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?oldid=7929
 
 function z = firstoo( n)
 % FIRSTOO - my first real MATLAB object

 % z=firstoo(2)

 % z.add_n(3)

 % z.get_n()

 % z.set_n(7)

 % z.get_n()

 this.n = n;
 z = struct('get_n',@get_n,'add_n',@add_n, 'set_n', @set_n);
     function a = get_n()
         a=this.n;
     end
     function u = set_n( m)
         this.n = m;
     end
     function u = add_n(u)
         u = u +this.n;
     end
 end
 

plotstruct.m

 % Copyright (c) 2008 the authors listed at the following URL, and/or
 % the authors of referenced articles or incorporated external code:
 % http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?action=history&offset=20061105071300
 % 
 % Permission is hereby granted, free of charge, to any person obtaining
 % a copy of this software and associated documentation files (the
 % "Software"), to deal in the Software without restriction, including
 % without limitation the rights to use, copy, modify, merge, publish,
 % distribute, sublicense, and/or sell copies of the Software, and to
 % permit persons to whom the Software is furnished to do so, subject to
 % the following conditions:
 % 
 % The above copyright notice and this permission notice shall be
 % included in all copies or substantial portions of the Software.
 % 
 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 % 
 % Retrieved from: http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?oldid=7929
 
 function h = plotstruct(data, varargin)
 % PLOTSTRUCT - plot a structured dataset

 % returns an handle on mydateticks

 % use:

 %  h = plotstruct(data, options)

 % options:

 % - dates    : false

 % - figure   : []

 % - linewidth: 2

 opts = options({'dates', false, 'figure', [], 'linewidth', 2}, varargin);
 h = [];
 g = opts.get('figure');
 if isempty(g)
    g = figure;
 else
    g = figure(g);
 end
 plot(data.date, data.value, 'linewidth', opts.get('linewidth'));
 legend(data.names);
 title(data.title);
 if opts.get('dates')
    h=mydateticks; 
 end
 

build_hook.m

 % Copyright (c) 2008 the authors listed at the following URL, and/or
 % the authors of referenced articles or incorporated external code:
 % http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?action=history&offset=20061105071300
 % 
 % Permission is hereby granted, free of charge, to any person obtaining
 % a copy of this software and associated documentation files (the
 % "Software"), to deal in the Software without restriction, including
 % without limitation the rights to use, copy, modify, merge, publish,
 % distribute, sublicense, and/or sell copies of the Software, and to
 % permit persons to whom the Software is furnished to do so, subject to
 % the following conditions:
 % 
 % The above copyright notice and this permission notice shall be
 % included in all copies or substantial portions of the Software.
 % 
 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 % 
 % Retrieved from: http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?oldid=7929
 
 function z = build_hook(varargin)
 % BUILD_HOOK - build an hook

 % a hook is a functionnal object with a field an 3 methods:

 % - names  , which is the names of the columns to work on

 % - func   , which is an handle on the function to apply to columns

 % - datefun, which is an handle on the function to apply to dates

 % - colfun , which is an handle on the function to apply on column names

 
 opt = options({'names', '', 'func', @(v,d)(v), 'datefun', @(d,v)(d), 'colfun', @(x)(x)}, varargin);
 if isempty(opt.get('names'))
     error('build_hook:names', 'I need names of columns to work on');
 end
 
 this.opt = opt;
 z = @apply;
 
 function data = apply(data, varargin)
     names = this.opt.get('names');
     idx   = strmatch(names,data.names,'exact');
     data.value = data.value(:,idx);
     data.names = data.names(idx);
 
     data.value = feval(this.opt.get('func'),data.value,data.date,varargin{:});
     data.date  = feval(this.opt.get('datefun'), data.date,data.value);
     data.names = feval(this.opt.get('colfun'), data.names);
 end
 
 end
 

options.m

 % Copyright (c) 2008 the authors listed at the following URL, and/or
 % the authors of referenced articles or incorporated external code:
 % http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?action=history&offset=20061105071300
 % 
 % Permission is hereby granted, free of charge, to any person obtaining
 % a copy of this software and associated documentation files (the
 % "Software"), to deal in the Software without restriction, including
 % without limitation the rights to use, copy, modify, merge, publish,
 % distribute, sublicense, and/or sell copies of the Software, and to
 % permit persons to whom the Software is furnished to do so, subject to
 % the following conditions:
 % 
 % The above copyright notice and this permission notice shall be
 % included in all copies or substantial portions of the Software.
 % 
 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 % 
 % Retrieved from: http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?oldid=7929
 
 function z = options(default, overwrite)
 % OPTIONS - sandbox for optionnal parameters management

 %

 % use:

 % opt = options({'alpha',1,'beta',2},{'alpha',8,'gamma',3})

 % opt.get('alpha')

 % opt.set('alpha',3)

 % opt.get('alpha')

 % opt.get()

 
 %%** Optional parameters management

 
 %<* Initialization of the structure

 values = default;
 if nargin>1
     for i=1:2:length(overwrite)-1
         idx = strmatch(overwrite{i},values(1:2:end-1),'exact');
         if isempty(idx)
             %< New parameter

             % Added to the list of parameters

             values{end+1} = overwrite{i};
             values{end+1} = overwrite{i+1};
             %>

         else
             %< Parameter exists

             % the new value replace the old one

             values{idx(1)*2} = overwrite{i+1};
             %>

         end
     end
 end
 
 %< Internal variable

 this = struct('value',{values});
 %>

 %< Publication of external methods

 z    = struct('get',@get_v,'set',@set_v);
 %>

 %>*

 
 %%** Internals

 
 %<* Get a value

 function [r, h] = get_v( name, def_value)
     h = 1:length(this.value);
     if nargin==0
         %< No argument

         % Return the internal memory

         r = this.value;
         %>

     else
         idx = strmatch(name, this.value(1:2:end-1),'exact');
         if isempty(idx) & nargin>1
             %< Default value

             % Unknown argument but default value is provided.

             r = def_value;
             h = 0;
             %>

         elseif isempty(idx) & nargin < 2
             %< Unknown argument

             error('options:get:unknown','parameter with name <%s> unknown',name);

             %>

         else
             %< Argument found

             % Its value (and the associate index) is returned

             r = this.value{idx(1)*2-1+1};
             h = idx(1)*2-1+1;
             %>

         end
     end
 end
 
 %>*

 %<* Set a value

 function set_v(name, value)
     [v,h] = get_v(name, []);
     if h>0
         this.value{h} = value;
     else
         this.value{end+1} = name;
         this.value{end+1} = value;
     end
 end
 
 %>*

 end
 

mydateticks.m

 % Copyright (c) 2008 the authors listed at the following URL, and/or
 % the authors of referenced articles or incorporated external code:
 % http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?action=history&offset=20061105071300
 % 
 % Permission is hereby granted, free of charge, to any person obtaining
 % a copy of this software and associated documentation files (the
 % "Software"), to deal in the Software without restriction, including
 % without limitation the rights to use, copy, modify, merge, publish,
 % distribute, sublicense, and/or sell copies of the Software, and to
 % permit persons to whom the Software is furnished to do so, subject to
 % the following conditions:
 % 
 % The above copyright notice and this permission notice shall be
 % included in all copies or substantial portions of the Software.
 % 
 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 % 
 % Retrieved from: http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?oldid=7929
 
 function z = mydateticks( varargin)
 % MYDATETICKS - simple dateticks management

 
 %%** MyDateTicks

 opt = options({'axe-handle',gca, 'nb-steps',[], 'text-handle', [], ...
                'datestr-format',24, 'rotation', 60, 'fontsize',8, ...
                'fontname','Arial'},varargin);
 %<* Initializations

 this.options = opt;
 redraw;
 %>*

 z    = struct('redraw', @redraw);
 
 %%** Redraw

 function redraw
     %<* Get info

     % From internal state

     ah = this.options.get('axe-handle');
     th = this.options.get('text-handle');
     %>*

     %<* Cleaning

     % Select good axe, clean xtickslabels

     axes(ah);
     ax  = axis;
     dtx = get(ah,'XTick');
     set(ah,'XTickLabel',[]);
     if ~isempty(th)
         delete(th);
     end
     %>*

     %<* Nb of ticks

     % It's a function of the number of pixel on screen

     nb_steps = this.options.get('nb-steps');
     if isempty(nb_steps)
         posf     = get(gcf,'position');
         posa     = get(gca,'position');
         w        = posf(3)*posa(3);
         nb_steps = round(w/20);
     end
     dv  = ax(1):(ax(2)-ax(1))/nb_steps:ax(2);
     if abs(dv(end)-ax(2))<eps
         dv = [dv, ax(2)];
     end
     %>*

     th = text(dv,repmat(ax(3),length(dv),1), ...
               datestr(dv,this.options.get('datestr-format')), ...
               'Rotation',this.options.get('rotation'),...
               'HorizontalAlignment','Right', ...
               'fontsize',this.options.get('fontsize'), ...
               'fontname',this.options.get('fontname'));
     this.options.set('text-handle',th);
 end
 
 end
 

tokenize.m

 % Copyright (c) 2008 the authors listed at the following URL, and/or
 % the authors of referenced articles or incorporated external code:
 % http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?action=history&offset=20061105071300
 % 
 % Permission is hereby granted, free of charge, to any person obtaining
 % a copy of this software and associated documentation files (the
 % "Software"), to deal in the Software without restriction, including
 % without limitation the rights to use, copy, modify, merge, publish,
 % distribute, sublicense, and/or sell copies of the Software, and to
 % permit persons to whom the Software is furnished to do so, subject to
 % the following conditions:
 % 
 % The above copyright notice and this permission notice shall be
 % included in all copies or substantial portions of the Software.
 % 
 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 % 
 % Retrieved from: http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?oldid=7929
 
 function t = tokenize(str,sep)
 % TOKENIZE - string into cellarray using a separator

 if nargin<2
    sep = ';';
 end
 t = cellfun(@(x)(x{1}),regexp(str,sprintf('([^%s]+)%s',sep,sep),'tokens'),'Uniformoutput',false);

 

myuserdata.m

 % Copyright (c) 2008 the authors listed at the following URL, and/or
 % the authors of referenced articles or incorporated external code:
 % http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?action=history&offset=20061105071300
 % 
 % Permission is hereby granted, free of charge, to any person obtaining
 % a copy of this software and associated documentation files (the
 % "Software"), to deal in the Software without restriction, including
 % without limitation the rights to use, copy, modify, merge, publish,
 % distribute, sublicense, and/or sell copies of the Software, and to
 % permit persons to whom the Software is furnished to do so, subject to
 % the following conditions:
 % 
 % The above copyright notice and this permission notice shall be
 % included in all copies or substantial portions of the Software.
 % 
 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 % 
 % Retrieved from: http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?oldid=7929
 
 function z = myuserdata(handle, mode, name, value, def_value)
 % MYUSERDATA - a function to access the UserData field

 % use:

 %  myuserdata(gca,'set','my-data', rand(10,2))

 %  v = myuserdata(gca,'get','my-data')

 
 ud = get(handle,'UserData');
 switch lower(mode)
     case 'set'
         if isempty(ud)
             ud = options({name, value});
         else
             ud.set(name,value);
         end
         set(handle,'UserData',ud);
     case 'get'
         if isempty(ud)
             if nargin > 3
                 z = value;
             else
                 error('myuserdata:get:unknown','option <%s> not present in the UserData field',name);

             end
         else
             if nargin > 3
                 z = ud.get(name, value);
             else
                 z = ud.get(name);
             end
         end
     otherwise
         error('myuserdata:mode','mode <%s> unknown', mode);

 end
 

example4data_structure.m

 % Copyright (c) 2008 the authors listed at the following URL, and/or
 % the authors of referenced articles or incorporated external code:
 % http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?action=history&offset=20061105071300
 % 
 % Permission is hereby granted, free of charge, to any person obtaining
 % a copy of this software and associated documentation files (the
 % "Software"), to deal in the Software without restriction, including
 % without limitation the rights to use, copy, modify, merge, publish,
 % distribute, sublicense, and/or sell copies of the Software, and to
 % permit persons to whom the Software is furnished to do so, subject to
 % the following conditions:
 % 
 % The above copyright notice and this permission notice shall be
 % included in all copies or substantial portions of the Software.
 % 
 % THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
 % EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
 % MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
 % IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
 % CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
 % TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
 % SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
 % 
 % Retrieved from: http://en.literateprograms.org/Swiss_army_knife_MATLAB_programs_for_quantitative_finance?oldid=7929
 
 data = struct('title','Randomized quotes','date',(today:today+199)', ...
               'value',100*cumprod(1+[randn(200,1)* 0.10, randn(200,1)* 0.21]/16), ...
               'names', {{'Ticker1', 'Ticker2'}})
 
 figure;
 plot(data.date,data.value,'linewidth',2);
 title(data.title); 
 axis([min(data.date) max(data.date) min(data.value(:)) max(data.value(:))]);
 z = mydateticks('datestr-format',25);
 legend(data.names);
 
 dformat = 'dd/mm/yyyy';
 dates = {'10/06/2006' '14/09/2006'};
 if iscell(dates)
     nate = datenum(dates{1},dformat);
     if length(dates)>1
         nate = [nate, datenum(dates{2},dformat)];
     end
     dates = nate;
 end
 if length(dates)<2
     dates = [dates, dates];
 end
 idx = find((data.date>=dates(1)) & (data.date<=dates(2)));
 data.value = data.value(idx,:);
 data.date  = data.date(idx);
 
 
 figure;
 plot(data.date,data.value,'linewidth',2);
 title(data.title); 
 axis([min(data.date) max(data.date) min(data.value(:)) max(data.value(:))]);
 z = mydateticks('datestr-format',25);
 legend(data.names);
 
 
 figure;
 plot(data.date,data.value,'linewidth',2);
 title(data.title); 
 axis([min(data.date) max(data.date) min(data.value(:)) max(data.value(:))]);
 z = mydateticks('datestr-format',25);
 legend(data.names);