PLEASE I WANT TO CONVERT THIS MATLAB CODE TO R OR VBA

% Script to generate matricies for the discrete approximation B to the

% Black-Schole operator, in financial variables. The following variables

% need to be defined:

% boundary values 0<=sL

% the number N of subintervals,

% time increment dt

% interest rate r,

% volatility sigma.

% The script will generate the following:

% spatial increment ds,

% vector of N price values s=[sL+ds, ... , sH-ds] (row),

% vectors a, b, c of coefficients (columns)

% the matrix B.

ds=(sH-sL)/(N+1);

s=linspace(sL+ds,sH-ds,N);

alpha=dt/ds^2;

beta=dt/ds;

a=(sigma^2*alpha*s.^2-r*beta*s)'/2;

b=(sigma^2*alpha*s.^2+r*dt*ones(size(s)))';

c=(sigma^2*alpha*s.^2+r*beta*s)'/2;

B=spdiags([[a(2:N);0],-b,[0;c(1:N-1)]],[-1,0,1],N,N);

bL=sparse(1,1,a(1),N,1);

bH=sparse(N,1,c(N),N,1);

% Script for Crank-Nicolson finite difference method in financial

% variables using explicit boundary values. The variables sL, sH, N, M, r,

% sigma, and T should be set at the command line before running the script.

% (r, sigma, and K should be global). Separate m-files vT, vL, and vH give

% initial and boundary values.

dt=T/M;

genB

%Generate matricies and coefficients

Mat=speye(N)-B/2;

[L,U]=lu(Mat);

Mat=speye(N)+B/2;

v=vT(s)';

%Initialize t=T;

for m=M-1:-1:0

%Time-step loop

rhs=Mat*v+(vL(sL,t,T)*bL+vH(sH,t,T)*bH)/2;

t=m*dt;

rhs=rhs+(vL(sL,t,T)*bL+vH(sH,t,T)*bH)/2;

v=U\(L hs); end s=[sL,s,sH];

%Include boundaries and

v=[vL(sL,t,T),v',vH(sH,t,T)]; %Convert results to rows