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From: Jean-Philip Dumont on 3 Aug 2010 10:23
Hi,

I need to find the value of an input that makes an equation equal to zero.

I realized in my data that only making fluctuate one variable is not enough and sometimes fzero is not able to fin a zero.

Is there a way to make fluctuate two variables for this optimization function?

Here, only H is varying and I would like to find a zero when H and K are varying.

Here is my code:

for i=1:length(I)
for k=1:length(Echeances)
names = fieldnames(ResultsAll.(RAnames{k,1}).Trend);
for l=1:length(Cnames)
for m=1:length(names)
for o=1:length(ResultsAll.(RAnames{k,1}).Trend.(names{m,1}))-...
Echeances(k,1)
St = ResultsAll.(RAnames{k,1}).Trend.(names{m,1})(o,1);
r = ResultsAll.(RAnames{k,1}).TBill_Can.(names{m,1})(o,1);
rf = ResultsAll.(RAnames{k,1}).TBill_US.(names{m,1})(o,1);
Vol = ResultsAll.(RAnames{k,1}).Vol.(names{m,1})(o,1);
if I(1,i)==0
K = St*(1-B);
elseif I(1,i)==1
K = St*(1+B);
end
H0 = St; % Starting value of the optimisation
H_Ks.(Inames{1,i}).(Dnames{1,k}).(Cnames{1,l}).(names{m,1})...
(o,1)=fzero(@CTBzc,H0,Options,K,CoutO(l,1)*N,N,r,rf,Vol,...
St,EcheancesFD(k,1)/360,I(1,i));
H_Ks.(Inames{1,i}).(Dnames{1,k}).(Cnames{1,l}).(names{m,1})...
(o,2)=K;
end
end
end
end
end

Thank you very much!
From: John D'Errico on 3 Aug 2010 10:44
"Jean-Philip Dumont" <jean-philip.dumont(a)hec.ca> wrote in message <i398o8$k75$1(a)fred.mathworks.com>...
> Hi,
>
> I need to find the value of an input that makes an equation equal to zero.
>
> I realized in my data that only making fluctuate one variable is not enough and sometimes fzero is not able to fin a zero.
>
> Is there a way to make fluctuate two variables for this optimization function?

No. fzero is a ONE variable solver.

To solve problems with TWO variables and TWO
equations, you need something designed for
more than one variable. Look at the optimization
toolbox.

help fsolve

John
From: Jean-Philip Dumont on 3 Aug 2010 14:32
"John D'Errico" <woodchips(a)rochester.rr.com> wrote in message <i399vk$bsn$1(a)fred.mathworks.com>...
> "Jean-Philip Dumont" <jean-philip.dumont(a)hec.ca> wrote in message <i398o8$k75$1(a)fred.mathworks.com>...
> > Hi,
> >
> > I need to find the value of an input that makes an equation equal to zero.
> >
> > I realized in my data that only making fluctuate one variable is not enough and sometimes fzero is not able to fin a zero.
> >
> > Is there a way to make fluctuate two variables for this optimization function?
>
> No. fzero is a ONE variable solver.
>
> To solve problems with TWO variables and TWO
> equations, you need something designed for
> more than one variable. Look at the optimization
> toolbox.
>
> help fsolve
>
> John

Thank you John, I appreciate your help!

JP
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