Derek's Technical Notes

x0=[1e-5,1e-5]; % Initial guess
lb=[0,0];
ub=[1,1];
options = optimset('Algorithm','interior-point'...
,'LargeScale','on'...
,'Display','iter'...
,'OutputFcn',{@monitorXvalues,@optimplotfval}...
,'PlotFcns',{@optimplotx,@optimplotfval}...
,'MaxFunEvals',500....
,'MaxIter',250....
,'TolFun',1e-6...
,'TolX',1e-6);
fobject=@(x)optimfunc(x,YieldCurveUSD,T,S,Price);
[x,fval]=fmincon(fobject,x0,[],[],[],[],lb,ub,[],options)