You are an expert in writing code in many different languages. Your goal is to perform code completion for the following code, keeping in mind the rest of the code and the file meta data.
    Metadata details:
    filename: WebinarScript.m
    path of file: ./repos/supermodeling/算法代码案例/蒙特卡罗算法/蒙特卡洛法/蒙特卡洛/MonteCarlo/Demos/PortSim
    
    the code of the file until where you have to start completion: %% Classic Monte Carlo simualtion
% Vincent Leclercq, The MathWorks, 2007, vincent.leclercq@mathworks.fr
%

clear all;
close all;


NbTrials = 10000;

%RunMode = 'LogNomrality';

RunMode = 'OptionPricing';
%% Load Data (retrieved originally from Thomson Datastream)

load Equities.mat
PastDate = today()-1 * 365;

%% Retrieve the dates in a numeric format

Dates   = cellfun(@(x)(datenum(x,'yyyy-mm-ddTHH:MM:SS')),Equities.DATE);
AssetPrices = cellfun(@(x) (str2double(x)),Equities.P );
    
%% Plot the Series

plot(Dates,AssetPrices);set(gcf,'WindowStyle','Docked');
legend(Equities.DISPNAME);
datet
    
function
% For help, one can use the doc portsim function
% We call the portfolio simulation using Financial toolbox to
% simulate 10000 scenarios. Of course, correlation are preserved
% We assume an horizon of 6 * 22 trading days, ie 6 month maturity

%% Using Annual statistics


SimulatedRetsAnnual = portsim(InterestRate,AnnualVol^2, 12, 1/12, NbTrials,'Expected'); % NbStep * TimeStep = 1 (in years !!!)

%% Using Daily statistics
NumberOfSimulationSteps = 12;
SimulatedRetsDaily = portsim(InterestRate./252, DailyVol^2, 12, 252./12, NbTrials,'Expected');% NbStep * TimeStep = 252 (in days!!!)




%% Generate the Prices and plot them

SimulatedPricesAnnual = ret2tick(squeeze(SimulatedRetsAnnual) ,SpotPrice);
SimulatedPricesDaily  = ret2tick(squeeze(SimulatedRetsDaily)  ,SpotPrice );

figure;hist(SimulatedPricesAnnual(end