Daijunxu

#The MIT License (MIT)
#
#Copyright (c) 2015 Andre Queiroz
#
#Permission is hereby granted, free of charge, to any person obtaining a copy
#of this software and associated documentation files (the "Software"), to deal
#in the Software without restriction, including without limitation the rights
#to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
#copies of the Software, and to permit persons to whom the Software is
#furnished to do so, subject to the following conditions:

Daijunxu

%% Import test data

    CLC=xlsread('CL.xlsx','CallOptions');

%% plot and compare        
            figure  % CL
            % Call option of CL
            % Bisection methods
             [EstimatedPrice,Interations,CL_B_call_bid]=arrayfun(@bisection_iv,CLC(:,3),CLC(:,1),CLC(:,2),0.0012.*ones(length(CLC),1),0.25.*ones(length(CLC),1));
             subplot(2,2,1);plot(CL_B_call_bid,CLC(:,2)) 

Daijunxu

% Implied Volatility Calculator
%            Daijun Xu
%            Project 3
%%
% The function will estimate the market implied volatility of put and call
% options based on Black Scholers model. I got CL and MSFT option data from
% Yahoo!Finance for vectorization test and plot. And you can also use your
% own data(as scalars) to calculate.
%%
function []=IV_calculator()