Subscripted assignment dimension mismatch.

Hi all,

every time I run this function I get the following error message:

Subscripted assignment dimension mismatch.

Error in volas (line 12) LMMVol(i,j) = RebonatoFormula(point(4), point(5), point(6), point(7), psi, point(1:3), maturities, rates, i, i+j) %tenorDate+tenorDate

function [sse] = volas(point, tenorDate, maturities, rates, maturity, marketData) %point=[beta(1) beta(2) beta(3) a b c d]
          LMMVol=zeros(tenorDate-1);
          alph=[point(4) point(5) point(6) point(7)];
          psi =  CoTerminalVolaCallibration(alph, point(1:3), maturities, rates, maturity, tenorDate, tenorDate+tenorDate, marketData);
          for i=1:tenorDate-1
              for j=1:tenorDate-i
                   %RebonatoFormula
                   LMMVol(i,j) = RebonatoFormula(point(4), point(5), point(6), point(7), psi, point(1:3), maturities, rates, i, i+j) %tenorDate+tenorDate
                   CompData(i,j) = marketData(i,j)
              end
          end
          errors = LMMVol - CompData;
          sse = sum(sum(errors .^ 2));
end

when I take away (i,j) from LMMVol in line 12, the code works but instead of the needed LMMVol-Matrix with dimension tenorLength-1 (or 10), I only get a scalar.

Does anyone know how I will get a matrix as a result?

to run the code:

function V =  RebonatoFormula(a, b, c, d, psi, beta, maturities, rates, maturity, tenorDate) %horizon
     CORR=CorrelationMatrix(beta, maturities, tenorDate-1, maturity, tenorDate);
     V=0;
     for indexI=maturity:tenorDate-1
         for indexJ=maturity:tenorDate-1
             test=quad(@vola,0,maturity);
              V=V+weights(indexI, maturity, tenorDate, rates)*weights(indexJ, maturity, tenorDate, rates)*rates(indexI)*rates(indexJ)*CORR(indexI,indexJ)*quad(@vola,0,maturity); 
         end
     end
     V=sqrt((1/maturity)*V*(1./swapRate^2));
     function v = vola(time)
          v1  = VolFunc(a, b, c, d, psi(indexI), time, maturity);
          v2  = VolFunc(a, b, c, d, psi(indexJ), time, maturity);
          v   = v1.*v2;
     end
     function w = weights(index, maturity, tenorDate, rates)
          helper= cumprod(1./(1+rates(maturity:tenorDate-1)));
          nom   = helper(index-maturity+1);
          denom = cumsum(helper);
          w     = nom./denom(tenorDate-maturity);
     end
     function S = swapRate
              S = rates(maturity:tenorDate-1)*weights(maturity:tenorDate-1, maturity, tenorDate, rates)';
     end
end
function CORR = CorrelationMatrix(beta, maturities, horizon, startRate, endRate)
   CORR=zeros(endRate-startRate);
   for i = startRate:endRate
        for j = startRate:endRate
            CORR(i,j) = CorrFunc(beta, horizon, maturities(j), maturities(i));
        end
   end
end
Inputs:

marketData=[0.252000000000000,0.218000000000000,0.191000000000000,0.173000000000000,0.159000000000000,0.147000000000000,0.139000000000000,0.131000000000000,0.128000000000000,0.124000000000000;0.235000000000000,0.201000000000000,0.179000000000000,0.163000000000000,0.150000000000000,0.140000000000000,0.133000000000000,0.125100000000000,0.122000000000000,0.118000000000000;0.214000000000000,0.187000000000000,0.168000000000000,0.153000000000000,0.142000000000000,0.132000000000000,0.126000000000000,0.119000000000000,0.117000000000000,0.113000000000000;0.194000000000000,0.174000000000000,0.157000000000000,0.144000000000000,0.134000000000000,0.126000000000000,0.120000000000000,0.114000000000000,0.111000000000000,0.108000000000000;0.180000000000000,0.163000000000000,0.147000000000000,0.135000000000000,0.127000000000000,0.119000000000000,0.114000000000000,0.108000000000000,0.106000000000000,0.103000000000000;0.168000000000000,0.153000000000000,0.138000000000000,0.130000000000000,0.122000000000000,0.116000000000000,0.112000000000000,0.106000000000000,0.104000000000000,0.101000000000000;0.159000000000000,0.146000000000000,0.134000000000000,0.126000000000000,0.120000000000000,0.115000000000000,0.111000000000000,0.106000000000000,0.104000000000000,0.101000000000000;0.151000000000000,0.140000000000000,0.130000000000000,0.124000000000000,0.118000000000000,0.113000000000000,0.109000000000000,0.104000000000000,0.103000000000000,0.100000000000000;0.145000000000000,0.135000000000000,0.128000000000000,0.121000000000000,0.116000000000000,0.111000000000000,0.108000000000000,0.103000000000000,0.102000000000000,0.099000000000000;0.139000000000000,0.132000000000000,0.125000000000000,0.119000000000000,0.115000000000000,0.111000000000000,0.108000000000000,0.103000000000000,0.102000000000000,0.099000000000000]; rates=[.0299 .0366 .041 .0444 .0475 .0497 .0514 .0522 .053 .054]'; maturity = 1; maturities = [[3,4,5,6,7,8,9,10,11,12;4,5,6,7,8,9,10,11,12,13;5,6,7,8,9,10,11,12,13,14;6,7,8,9,10,11,12,13,14,15;7,8,9,10,11,12,13,14,15,16;8,9,10,11,12,13,14,15,16,17;9,10,11,12,13,14,15,16,17,18;10,11,12,13,14,15,7,17,18,19;11,12,13,14,15,16,17,18,19,20;12,13,14,15,16,17,18,19,20,21;]]; tenorDate = 11; horizon= tenorDate+tenorDate; startRate= 10; endRate= tenorDate+tenorDate-2; index=maturity:tenorDate-1; psi=ones(1,tenorDate-1); a=0; b=.2; c=.3; d=.1; beta=[.2 .1 .05]'; time=0; time_k=10; alph=[a b c d]; point=[beta(1) beta(2) beta(3) a b c d];

Thanks a lot.

[Walter Roberson]

duplicates http://www.mathworks.co.uk/matlabcentral/answers/85176-subscripted-assignment-dimension-mismatch