调用函数时输入错误。

I wrote a formula that computes the price of an fx call option that takes in 6 different arguments,

我写了一个公式计算一个fx看涨期权的价格它包含6个不同的参数，

function [ result ] = fxcalloption( spotFX,di,fi,t,k,v )

d1=(log(spotFX/k)+(di-fi+0.5*(v^2))*t)/(v*sqrt(t));
d2=d1-v*sqrt(t);
result=spotFX*exp(-fi*t)*normcdf(d1)-k*exp(-di*t)*normcdf(d2);

end

and i also wrote a root solving algorithm which solves for the equation f=0 from range a-b within an allowable range and iterations

我还编写了一个根解决算法，它解决了在允许范围和迭代范围内从范围a-b的等式f=0。

function [ result ] = illinois( f,a,b , yAcc,nlter)

now, i have the following codes,

现在，我有下面的代码，

syms x
store=0.105813579581848
f(x)=fxcalloption(1.2378,0.01,0.005,1,x,store )

g(x)=fxcalloption(1.2378,0.01,0.005,1,x-0.1,store )

illinois(f-g-300,0,1000,0.001,1000000)

However i have the following error instead,

但是我有以下错误，

Error using NaN
Trailing string input must be 'single' or 'double'.

Error in normcdf (line 60)
p = NaN(size(z),class(z));

i then tried to debug, by trying

然后我试着调试。

f(x)=fxcalloption(1.2378,0.01,0.005,x,2,store)

and i have the same error, so how can i bypass this?

我也有同样的错误，怎么绕过这个呢?

I must make use of the illinois function

我必须利用伊利诺斯州的功能。

if for any interest, my illinois function is as follows:

如果有兴趣，我的伊利诺斯州的功能如下:

function [ result ] = illinois( f,a,b , yAcc,nlter)

    if sign(f(a))==sign(f(b)) 
        %to satisify the initial condition of running the algorthim
        error('f(a) and f(b) have the same sign')
    end

for i=1:nlter;
    c=b-( (f(b)*(b-a))/(f(b)-f(a)));
    if abs(f(c))<yAcc;
        result=c;
        break %it satisifys the accuracy
    elseif i==nlter;
        error('max nlter reached')

    else
        if sign(f(c))==sign(f(a))
            a=c;
        else
            b=c;
        end
end


end

1 个解决方案

#1

syms x creates a symbolic variable x using the Symbolic Math Toolbox. But if I understand you correctly, you want to solve the equation numerically not symbollically. Instead, try to use function handles for the functions f(x)and g(x). So your code could look like

syms x使用符号数学工具箱创建一个符号变量x。但是如果我理解正确的话，你想要用数字的方式来解这个方程。相反，尝试使用函数处理函数f(x)和g(x)。代码看起来是这样的。

store=0.105813579581848
f=@(x) fxcalloption(1.2378,0.01,0.005,1,x,store )
g=@(x) fxcalloption(1.2378,0.01,0.005,1,x-0.1,store )
illinois(@(x)(f(x)-g(x)-300),0,1000,0.001,1000000)