function blkimpv gives wrong answers

1 vue (au cours des 30 derniers jours)
Nan Shen
Nan Shen le 20 Sep 2013
I am using blkimpv to calculate implied vol from the market. Attached is parameters I used in the function. Why it alway gives me Not a Number -- NAN? And it also gives strange numbers when I change the values in the parameters.
Volatility = blkimpv(40.85, 40, 0.0025, 0.0219, 0.35, [],[], {'Call'})

Connectez-vous pour répondre à cette question.

Réponses (0)

Catégories

En savoir plus sur Computational Geometry dans Help Center et File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by