matlab - subscript indices must be real positive in cummswapcfbytrintree.m -

i have copied code matlab example file bermudanswaption.m in effort calibrate hull white 1 factor model given market data. use subset 30 or fewer swaptions calibration set, able arrive @ interior solution. when use larger set of instruments, weird error:

below code:

valuationdate = '10-01-2014'; settle = datenum(valuationdate);  % 0 rate data market data, bootstrapped bloomberg , reuters quotes  curvedates = [735874;       735882;       735906;       735936;       735950;       736040;       736133;       736224;       736314;       736424;       736606;       736788;       736971;       737153;       737336;       737518;       737701;       737884;       738069;       738251;       738433;       738615;       738797;       738979;       739162;       739345;       739528;       739710;       739893;       740075;       740260;       740442;       740624;       740806;       740989;       741171;       741354;       741536;       741719;       741901;       742084;       742269;       742451;       742633;       742815;       742997;       743180;       743362;       743545;       743728;       743911;       744093;       744278;       744460;       744642;       744824;       745006;       745189;       745372;       745554;       745737;       745919;       746102;       746284;       746469;       746651;       746833;       747015;       747198;       747380;       747563;       747745;       747928;       748111;       748296;       748478;       748660;       748842;       749024;       749206;       749389;       749572;       749755;       749937;       750120;       750302;       750487];   zerorates = 1.0e-03*[0.0172;     0.0188;     0.0191;     0.0221;     0.0249;     0.0244;     0.0269;     0.0333;     0.0423;     0.0571;     0.0789;     0.1021;     0.1253;     0.1435;     0.1617;     0.1749;     0.1881;     0.1973;     0.2064;     0.2158;     0.2253;     0.2311;     0.2370;     0.2429;     0.2488;     0.2547;     0.2607;     0.2640;     0.2672;     0.2706;     0.2738;     0.2772;     0.2807;     0.2842;     0.2877;     0.2913;     0.2948;     0.2964;     0.2979;     0.2995;     0.3011;     0.3026;     0.3043;     0.3060;     0.3077;     0.3095;     0.3112;     0.3118;     0.3125;     0.3132;     0.3138;     0.3146;     0.3152;     0.3160;     0.3167;     0.3175;     0.3183;     0.3186;     0.3189;     0.3192;     0.3196;     0.3199;     0.3202;     0.3206;     0.3209;     0.3213;     0.3217;     0.3217;     0.3216;     0.3216;     0.3216;     0.3216;     0.3216;     0.3216;     0.3216;     0.3216;     0.3216;     0.3217;     0.3217;     0.3218;     0.3218;     0.3219;     0.3219;     0.3220;     0.3220;     0.3221;     0.3221];  compounding = 2;    ratespec = intenvset('compounding', 2,'valuationdate', valuationdate,'startdates', valuationdate,'enddates', curvedates,'rates', zerorates);  instrumentmaturity = datenum('12-sep-2044');   % swaption vol data bloomberg    swaptionblackvol = [  0.5940    0.5550    0.4450    0.3710    0.3400    0.3110    0.2910    0.2750    0.2630    0.2520    0.2250    0.2140    0.2080    0.2050;     0.5630    0.5470    0.4420    0.3690    0.3360    0.3090    0.2900    0.2740    0.2630    0.2520    0.2260    0.2150    0.2090    0.2060;     0.5760    0.5330    0.4400    0.3730    0.3410    0.3150    0.2970    0.2820    0.2700    0.2590    0.2330    0.2220    0.2170    0.2140;     0.5840    0.5020    0.4240    0.3730    0.3480    0.3240    0.3060    0.2920    0.2810    0.2710    0.2430    0.2300    0.2230    0.2190;     0.5630    0.4750    0.4100    0.3700    0.3450    0.3230    0.3070    0.2940    0.2830    0.2740    0.2470    0.2330    0.2260    0.2210;     0.5510    0.4520    0.3980    0.3660    0.3410    0.3220    0.3070    0.2950    0.2850    0.2760    0.2500    0.2360    0.2290    0.2240;     0.4630    0.4010    0.3660    0.3440    0.3250    0.3100    0.2990    0.2890    0.2790    0.2720    0.2470    0.2320    0.2260    0.2210;     0.4230    0.3750    0.3480    0.3290    0.3140    0.3030    0.2930    0.2840    0.2760    0.2690    0.2420    0.2300    0.2240    0.2190;     0.3700    0.3470    0.3280    0.3110    0.2960    0.2880    0.2800    0.2730    0.2680    0.2620    0.2360    0.2240    0.2190    0.2150;     0.3420    0.3250    0.3100    0.2970    0.2850    0.2770    0.2700    0.2640    0.2590    0.2540    0.2280    0.2180    0.2140    0.2110;     0.3230    0.3010    0.2900    0.2810    0.2720    0.2650    0.2590    0.2540    0.2500    0.2470    0.2230    0.2130    0.2090    0.2060;     0.3010    0.2860    0.2760    0.2670    0.2580    0.2530    0.2480    0.2450    0.2420    0.2390    0.2160    0.2060    0.2030    0.2000;     0.2850    0.2750    0.2650    0.2560    0.2480    0.2440    0.2400    0.2370    0.2350    0.2320    0.2100    0.2000    0.1970    0.1940;     0.2710    0.2600    0.2510    0.2440    0.2380    0.2340    0.2310    0.2290    0.2260    0.2240    0.2040    0.1940    0.1910    0.1890;     0.2580    0.2470    0.2400    0.2350    0.2300    0.2270    0.2240    0.2210    0.2190    0.2170    0.1980    0.1890    0.1860    0.1840;     0.2460    0.2370    0.2320    0.2270    0.2240    0.2210    0.2180    0.2150    0.2130    0.2110    0.1980    0.1840    0.1820    0.1800;     0.2040    0.1980    0.1950    0.1920    0.1900    0.1890    0.1890    0.1880    0.1880    0.1870    0.1720    0.1660    0.1640    0.1620;     0.1790    0.1750    0.1740    0.1730    0.1730    0.1710    0.1710    0.1700    0.1690    0.1690    0.1530    0.1510    0.1500    0.1480;     0.1650    0.1650    0.1660    0.1670    0.1680    0.1670    0.1670    0.1680    0.1680    0.1680    0.1550    0.1580    0.1560    0.1530;     0.1530    0.1570    0.1590    0.1620    0.1640    0.1650    0.1660    0.1670    0.1680    0.1690    0.1560    0.1650    0.1620    0.1590];  % tenors underlying swaps , options on them  swaptionexercisedates = cellstr(['1m ';'2m ';'3m '; '6m ';'9m ';'1y ';'18m';'2y ';'3y ';'4y ';'5y ';'6y ';'7y ';'8y ';'9y ';'10y';'15y';'20y';'25y';'30y']); swaptiontenors = cellstr(['1y ';     '2y ';     '3y ';     '4y ';     '5y ';     '6y ';     '7y ';     '8y ';     '9y ';     '10y';     '15y';     '20y';     '25y';     '30y']);  testmat = zeros(length(swaptionexercisedates),1); % here construct matrix of exercise dates = 1:length(swaptionexercisedates)     if swaptionexercisedates{i}(end)=='y'         testmat(i) = addtodate(settle,str2double(swaptionexercisedates{i}(1:end-1)),'year');     elseif swaptionexercisedates{i}(end)=='m'         testmat(i)=addtodate(settle,str2double(swaptionexercisedates{i}(1:end-1)),'month');     end end eurexdates= testmat; eurexdatesfull = repmat(testmat,1,length(swaptiontenors));   testmat2 = zeros(length(swaptionexercisedates),length(swaptiontenors));  % here construct matix of maturity dates  = 1:size(eurexdatesfull,1)      j = 1:size(eurexdatesfull,2)         if swaptiontenors{j}(end)=='y'             testmat2(i,j) =  addtodate(eurexdatesfull(i,j),str2double(swaptiontenors{j}(1:end-1)),'year');     elseif swaptiontenors{j}(end)=='m'             testmat2(i,j)=   addtodate(eurexdatesfull(i,j),str2double(swaptiontenors{j}(1:end-1)),'month');         end      end end  eurmatfull = testmat2;  % construct index of swaptions intend use calibration      relidx = find(eurmatfull <= instrumentmaturity);  swaptionblackprices = zeros(size(swaptionblackvol));  swaptionstrike = zeros(size(swaptionblackvol));   % out swaption strikes , prices implied vol data. iswaption=1:length(swaptionexercisedates)   itenor=1:length(swaptiontenors)   [~,swaptionstrike(iswaption,itenor)] = swapbyzero(ratespec,[nan 0],settle, eurmatfull(iswaption,itenor),...   'startdate',eurexdatesfull(iswaption,itenor),'legreset',[1 2],'basis',2);   swaptionblackprices(iswaption,itenor) = swaptionbyblk(ratespec,'call', swaptionstrike(iswaption,itenor),settle, ...   eurexdatesfull(iswaption,itenor), eurmatfull(iswaption,itenor),swaptionblackvol(iswaption,itenor));   end  end   timespec = hwtimespec(settle,daysadd(settle,30*(1:370),6), 12);  % construct index of random collection of instruments b = (214:224);  hw1fobjfun4 = @(x) swaptionblackprices(relidx(b)) - ...   swaptionbyhw(hwtree(hwvolspec(valuationdate,testmat,x(2),testmat,x(1),'spline'), ratespec, timespec), 'call',swaptionstrike(relidx(b)),eurexdatesfull(relidx(b)), 0,eurexdatesfull(relidx(b)), eurmatfull(relidx(b)),'basis',2, 'swapreset',12);  options = optimset('disp','iter','maxfunevals',1000,'tolfun',1e-5);  x0 = [.1 .01];  lb = [0 0];  ub = [1 1];  hw1fparams = lsqnonlin(hw1fobjfun4,x0,lb,ub,options) 

in results, when use instruments numbered 214:224, able find local minima: hw1fparams(1) = 0.0801 , hw1fparams(2) = 0.0002

however when use instruments 150:224 following error:

"subscript indices must real positive integers or logicals" error in cummswapcfbytrintree (line 23)

this matlab created file. know what's going wrong here? how go diagnosing/debugging in error in matlab created file. usual techniques of checking variable or index being given 0 or double value not @ disposal anymore. thanks.