Description Usage Arguments Value Author(s) See Also Examples
View source: R/firstValueRow.R
Technical function implemented in the pricing functions of the package. It returns the first >0 value in each row of a matrix and assign zero to all subsequent values.
1 |
x |
A matrix. |
A matrix.
Mikhail A. Beketov
Functions: AmerPutLSM
,
AmerPutLSM_AV
,
AmerPutLSM_CV
,
AsianAmerPutLSM
,
QuantoAmerPutLSM
, and
QuantoAmerPutLSM_AV
.
1 2 3 | mat<-matrix(c(0,0,2,0,4,0,3,0,1,9,8,7), ncol=4)
mat
firstValueRow(mat)
|
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