[Octave-bug-tracker] [bug #42019] blsimpv.m in Financial package does not use gradient data

[Parsiad Azimzadeh]

URL:
  <http://savannah.gnu.org/bugs/?42019>

                 Summary: blsimpv.m in Financial package does not use gradient
data
                 Project: GNU Octave
            Submitted by: parsiad
            Submitted on: Tue 01 Apr 2014 01:58:10 AM GMT
                Category: Octave Forge Package
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: None
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: other
        Operating System: Any

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Details:

blsimpv.m
(http://sourceforge.net/p/octave/financial/ci/default/tree/inst/blsimpv.m)
does not use gradient data when computing the implied volatility using a call
option.

The fix is simple:

103c103
<         fun = @(x) blsprice (Price(j, k), Strike(j, k), Rate(j, k), Time(j,
k), x,
---
>         fun = @(x) blscall (Price(j, k), Strike(j, k), Rate(j, k), Time(j,
k), x,





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