function OCfun (matrix theta, matrix X)
  set echo off
  set messages off
  
  scalar gam = theta[2]
  scalar delta = theta[1]
  scalar T = rows(X)
  scalar j = 0
  matrix elmrs = exp(log(delta) - gam*log(X[,12]))
  matrix tmp = zeros(T, 11)
  matrix tmp[,1] = (X[,11] + 1) .* elmrs - 1
  loop i=2..11 --quiet
    j = i - 1
    matrix tmp[,$i] = (X[,j] - X[,11]) .* elmrs
  end loop
  return matrix tmp
end function

open pricing.gdt
matrix X = { dataset }
matrix theta = { 1, 100 }
matrix tmp = OCfun (theta, X)
matrix tmp print