# If statement not replacing matrix elements correctly

1 view (last 30 days)
Mahmoud Galal on 25 May 2022
Commented: Voss on 25 May 2022
Hello I have created a nested if loop inside a for loop which tries to iterate on a matrix produced previously from another for loop.
The if statement should basically go through each element in said matrix, if the result is less than zero then equate it to zero, otherwise leave the element as it is.
I have pasted my script below and I am referring specifically to the nested if statement inside the forloop in the end of my script.
%Parameter declaration for coding:
dr = 0.02;
vol = 0.3;
S = 160;
r = 0.04;
T = 3;
simnum = 3 %no of simulations
%Computation of ALL iteration constants
%Step1: Compute K
K = 1.1 * (S-(dr*S)*exp(-r));
%Step2: Compute Dividend Value
dv = dr * S;
%Step 4 Computed Discount rate
disc = exp(-r*T);
%Step 5 Computation of Deterministic part
%Simulation for Stochastic part
tic
sim = 1:1:simnum;
a = 1:1:simnum;
Scomp = 1:1:simnum;
%C = 1:1:simnum
cpo = disc*Scomp - K
for i = 1:simnum
a(i) = normrnd(0,1);
Scomp(i) = fx * a(i)
end
toc
% Payoff matrix creation
cpoff = disc*Scomp - K
%cpoffcorr = zeros(1,simnum)
for i = 1:simnum
if cpoff > 0
cpoffcorr(i) = cpoff
else
cpoffcorr(i) == 0
end
end
% Average and Variance Computation
%CBAR = cpoffcorr/simnum
%CVAR = var(CBAR)

Voss on 25 May 2022
Edited: Voss on 25 May 2022
I think you mean:
cpoffcorr = zeros(1,simnum); % yes, pre-allocate
for i = 1:simnum
if cpoff(i) > 0 % check the ith element
cpoffcorr(i) = cpoff(i) % assign using the ith element
else
cpoffcorr(i) = 0 % use assignment (=) not comparison (==)
end
end
However, you can do it without a loop at all:
cpoffcorr = max(0,cpoff)
##### 2 CommentsShowHide 1 older comment
Voss on 25 May 2022
You're welcome!