Using Matlab Parfor with 'Eval'

Question

I am trying to execute a parfor loop within a parent script for Matlab.

I want to calculate the implied volatility of an option price, and then create a new column within a preexisting dataset with the results.

   load('/home/arreat/Casino/names.mat')

name = char(names(i))

%Loop over n rows to populate columns in dataset named using variable 'name(i)'

rows = eval(['length(',name,')'])

    parfor n=[1:rows]

%Calculate implied volatility using blsimpv(Price, Strike, Rate, Time, Value, Limit,Yield, Tolerance, Class)
BidIV = blsimpv(eval([name,'.UnderlyingPrice(n)']),...
eval([name,'.Strike(n)']),...
RiskFree/100,...
eval([name,'.Lifespan(n)'])/252,...
eval([name,'.Bid(n)'])+.01,...
10,...
0,...
1e-15,...
eval([name,'.Type(n)'])...
 )
eval([name,'.BidIV(n,1) = double(BidIV);']);


%Loop and add implied volatility (BidIV) to a column with n number of
%rows. 

end

The problem arises with the 'eval()' calculation in the parfor loop. Mathworks suggested that I should turn the whole script into a function, and then call the function within the parfor loop.

While I work on this, any ideas?

So, what is the problem? Getting rid of eval?

sebastian
– sebastian

2013-12-02 08:17:59 +00:00
Commented Dec 2, 2013 at 8:17 — sebastian
– sebastian, Commented Dec 2, 2013 at 8:17
Yes, I'm trying to get rid of eval within the parfor loop

BenTam64
– BenTam64

2013-12-03 03:08:05 +00:00
Commented Dec 3, 2013 at 3:08 — BenTam64
– BenTam64, Commented Dec 3, 2013 at 3:08

Jonas · Accepted Answer · 2013-12-02 08:26:31Z

1

Instead of calling eval all the time, you can call it once outside the loop, e.g. data = eval(name), and then use data.Strike etc inside the parfor loop.

To avoid calling eval at all, do the following:

 %# load mat-file contents into structure allData, where 
 %# each variable becomes a field
 allData = load('/home/arreat/Casino/names.mat');
 data = allData.(name);

answered Dec 2, 2013 at 8:26

Jonas

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3 Comments

BenTam64 Over a year ago

Okay, I tried implementing this approach, but I keep getting this error: "Attempt to reference field of non-structure array"

BenTam64 Over a year ago

load('/home/arreat/Casino/names.mat'); %names.mat is a (2853 X 1 cell); i = 1; name = char(names(i)); rows = eval(['length(',name,')']); named = eval('name'); parfor n=[1:rows]; BidIV(n,1) = blsimpv(named.UnderlyingPrice(n),... named.Strike(n),... RiskFree/100,... named.Lifespan(n)/252,... named.Bid(n)+.01,... 10,... 0,... 1e-15,... named.Type(n)... ); end; This is the code

BenTam64 Over a year ago

I solved it using your approach, Many thanks. Ben

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