Heston /implied volatility help

[amar singh]

I have calibrated Heston model parameters against HON option prices , and calculated option prices at all the (strike,maturity) combinations. Surprisingly, implied vol. calculation fails at quiet a no. of points ,though the prices were derived from Heston Model price.
Could there be something wrong, or is it possible even for model derived prices to fail the implied vol. calculation?

Could someone please help?

(I have attached file HestonTest.cpp with the above code)

Regards,
Amar

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