Using the fzero function

I am using the fzero function to solve my equation : exp(-r*(Ts-t))*P*(Kt*Nd1-Ko*Nd2)-S . I have successfully used fzero to solve for a single case but I must vary the variables Ko and S. I have a vector of values of Ko that correspond to S.

This is my entire code if it can be of help:

function [m] = mzero(x)
S=0.0098;Ko=75;
r=0.1;Ts=1;t=0;P=11.37199463;Kt=44.74239971;
d1=(log(Kt/Ko)+((x^2)/2)*(Ts-t))/(x*sqrt(Ts-t));
d2=d1-x*sqrt(Ts-t);
Nd1=normcdf(d1);
Nd2=normcdf(d2);
m= exp(-r*(Ts-t))*P*(Kt*Nd1-Ko*Nd2)-S;
end

After I save that function I type in the command :

>>x0=[-1 1];x=fzero(@mzero,x0)

x =

    0.1544

My issue is how to call in values to S and Ko that I have as vectors both of size (65,1) and save the values of x that I find using fzero to the corresponding S and Ko.

Answer 1

[Sean de Wolski]

Change the anonymous function to something like the following:

Ko = 92;
S = .11;
x = fzero(@(xx)mzero(xx,S,Ko),x0);

Then change the function signature to

function m = mzero(x,S,Ko)

What is happening here is that S and Ko are snapshotted when you call fzero. Thus when you change them above, that will be reflected in the creation of the anonymous function and they'll be passed into mzero.

http://www.mathworks.com/help/releases/R2013b/optim/ug/passing-extra-parameters.html

[L]

Yes I believe the "snapshot" is the issue. I need the program to read in S(1,1) and Ko(1,1) then execute function to find corresponding x. Then go back and read in for S(2,1) and Ko(2,1) then find the corresponding x..etc. All while saving the x values as they are found because I must plot all the x values I obtain for all 65 S and Ko. I was thinking a loop would help but I am unsure. I appreciate your time and help and forgive me if this is trivial.

[Sean de Wolski]

So do the above in a for-loop

for ii = 1:10
  x(ii) = fzero(@(xx),S(ii),Ko(ii),x0)
end

Now on each iteration the snapshot will be taken again with the current value of S and Ko

Answer 2

[Azzi Abdelmalek]

Declare Ko and S as global

function [m] = mzero(x)
global Ko S
r=0.1;
Ts=1;
t=0;
...

call your function

global Ko S
S=0.0098;
Ko=75;
x0=[-1 1];
x=fzero(@mzero,x0 )