Can Matlab Coder to C++ work with GARCH or Black Scholes application with Econometrics toolbox?

(Last Updated On: February 17, 2014)

Can Matlab Coder to C++ work with GARCH or Black Scholes application with Econometrics toolbox?

Question:
Do you know if we can compile an application using functions in the econometric toolbox? For example a GARCH or Black Scholes application?

Answer:

Are you referring to Matlab Coder? If so, only a subset of Matlab functions are supported but typically 
not including GARCH or Black Scholes. If you are deploying with Builder NE, all Matlab functions are
 supposedly supported.

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