Return an output even if the while loop gets an error

This is the function I am using with other functions inside (this is not important anyway).

What I would like to do is to have as output all the matrix V (V = V ./ model_fwd_vol .* mkt_fwd_vol) at all iterations (I decided to use a 3d matrix that at each index has got the matrix V, I could have also used lists but since at every iteration the matrix V has the same dimension, I preferred the former way).

The point is that if the while loop end without error then I get as output the 3d matrix H with all the matrices V at all iterations and I am fine with it, but as soon as I get an error inside the while loop I don't have H as an output anymore, but I would like to have it in any case even if the iterations did not completed and an error occur.

I hope what I have written is understandable and thank you in advance.

function [V, ModelVol, MaxErr, H] = calibrator(T,K_norm,MktVol,MaxIter,N,M,K_min,K_max,Scheme)

nb_iter = 1;
MaxErr(nb_iter) = 100;

% initial guess for the LV matrix
V = MktVol;

% forward market volatility
mkt_fwd_vol = fwd_from_spot_vol(T,MktVol);

H(:,:,1)=V;
    
while ( nb_iter < MaxIter )
     
        % update iteration number
        nb_iter = nb_iter+1;
    
        % compute model implied volatilities
        ModelVol = model_volatility(T,K_norm,V,N,M,K_min,K_max,Scheme);
    
        % compute max_err
        MaxErr(nb_iter) = max(max(abs(ModelVol-MktVol)));
    
        % compute model fwd vol 
        model_fwd_vol = fwd_from_spot_vol(T,ModelVol);
    
        %display(model_fwd_vol)
    
        % compute new LV parameters
        V = V ./ model_fwd_vol .* mkt_fwd_vol;
    
        H(:,:,nb_iter)=V;
    
    end

    MaxErr = MaxErr(2:nb_iter);
    
end

[Adam]

doc try catch

can help do this if you just wrap up the whole thing in a try-catch block and put a return statement in the catch.

I wouldn't recommend it, but it will return from the function at least. Although if the error is before H is declared then it still won't be returned unless you declare it as empty (or whatever default you wish) right at the start.

[End_Mzz]

Thank you, it works and get the job done! So for now it is ok!

Thanks again!

Answer 1

[Pullak Barik]

I suggest that you use try-catch blocks in your code to customise the behaviour when you get an error.

Link to documentation- Try-Catch

[End_Mzz]

Thank you so much!