Where's the bug with my auxiliary function?

Question

Shawn Miller 2015-10-10

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https://ww2.mathworks.cn/matlabcentral/answers/247805-where-s-the-bug-with-my-auxiliary-function

评论： Stephen23 2015-10-10

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

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Stephen23 2015-10-10

编辑：Stephen23 2015-10-10

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 2015-10-10

Earlier question by the same OP:

http://www.mathworks.com/matlabcentral/answers/247595-how-do-i-plot-3-dimentional-graph-of-the-following-function-can-plot3-function-do-this

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Answer 1

Walter Roberson 2015-10-10

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https://ww2.mathworks.cn/matlabcentral/answers/247805-where-s-the-bug-with-my-auxiliary-function#answer_195417

Just like before, you are failing to constrain your input Volatility to be positive. When you use the one-value form of x0 in fzero then fzero is free to try negative numbers (and definitely will try negative numbers when you use 0 as the initial value.) You need to pass x0 as a vector of two elements, like I showed in your previous Question.