Readme.txt

Data and programs for MS14-477
Financial Markets Views about the Euro-Swiss Franc Floor
Urban J. Jermann

eurCHFVOLsall.xlsx      Excel file with spot, options, and interest rate data

drivefx5.m              Matlab program that coordinates the estimation

fxf5.m                  Matlab function called by drivefx5.m
                        Computes spot and option prices

impfxf5.m               Matlab function called by drivefx5.m
                        Weighting function for estimation

blspriceu.m              Matlab function called by drivefx5.m
                        Black-Scholes option prices
                        
fminsearchbnd.m         Matlab function called by drivefx5.m
                        Minimization with bounds
