Where's the bug with my auxiliary function?
Ältere Kommentare anzeigen
My code is as follows, it includes a main function (FindVolatility) and a local function (selectOutput). The idea here is I'd like to select which price to compute: either call option or put option using blsprice function, and this is executed in the auxiliary function "selectOutput". Next, I'd like to calculate volatility using my auxiliary function and also using fzero function. But I got errors, who knows why? Thanks in advance!
function impVol=FindVolatility(S,K,r,T,q,number,c0)
impVol=fzero(@(x)selectOutput(S,K,r,T,x,q,number)-c0,0);
end
function c=selectOutput(S,K,r,T,sigma,q,number)
[callPrice,putPrice]=blsprice(S,K,r,T,sigma,q);
if number==1
c=callPrice;
else
c=putPrice;
end
end
2 Kommentare
What errors are you getting? Please give us the complete error messages (all of the red text), and show us how you are calling the function. Sorry, but our mind-reading abilities are a bit weak today, so you actually need to give us this information in writing.
Stephen23
am 10 Okt. 2015
Akzeptierte Antwort
Weitere Antworten (0)
Kategorien
Mehr zu Material Sciences finden Sie in Hilfe-Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!