Problem: write a function with several functions inside.

Hi everyone, i've some problem with this function:

if true
function call = callBSMcfPROVA (S0,K,T,r,q,v0)
vP1 = 0.5 + 1/ pi * quad (@P1,0,200,[],[],S0,K,T,r,q,v0);
vP2 = 0.5 + 1/ pi * quad (@P2,0,200,[],[],S0,K,T,r,q,v0);
call = exp (-q * T ) * S0 * vP1 - exp (-r * T ) * K * vP2 ;
end
function p = P1(om,S0,K,T,r,q,v0)
p = real ( exp (-1i* log (K)*om) .* cfBSM (om -1i,S0,T ,r,q,v0) ./ ... 
(1i * om * S0 * exp ((r-q) * T )));
end
function p = P2(om,S0,K,T,r,q,v0)
p = real ( exp (-1i* log (K)*om) .* cfBSM (om ,S0,T ,r,q,v0) ./ ...
(1i * om));
end
function cf = cfBSM (om,S0,T,r,q,v0)
cf = exp (1i * om * log (S0) + 1i * T * (r - q) * om - 0.5 * T * ...
v0 * (1i * om + om .^ 2));
end  % code
end

I saved all of that into an m-file named callBSMcfPROVA.m . my intention was to make sure that the first function depends on those written below. Let me explain: I want this function to calculate the value of one written last, take this result and put into to calculate P1 and P2 (the second and the third), so that these results are inserted into the main one to calculate "call". My question is: written in this way, I get the result I want? I'm not sure of that because i get some strange results.

I hope someone could help me! thank you very much.

Answer 1

[Salaheddin Hosseinzadeh]

First I suggest you to write your functions in a different form, which you may find it way easier to work with.

Anonynous function, I think by doing that you would be able to find your way around.

http://www.mathworks.co.uk/help/matlab/examples/anonymous-functions.html

[Francesco]

first of all thanks for the reply and sorry for the headache, but I wanted to make sure it was clear my purpose :). I'd rather keep that kind of writing, because I have other functions much longer and more complex built that way. According to you, if I write the function in that way, the main one considers those written below?

Thank you again

Answer 2

[Salaheddin Hosseinzadeh]

You can definitely use functions inside the functions.

I just did it couple of weeks ago, and I defined the functions as anonymous functions, later I used them to find theor zero and ...

And U don't need to save each funtion as a file!

Take a look at them that might help, it's basicly (Px o Beta_x o Vx)(t) or Px(Beta_x(Vx(t)))

Vx=@(t) A*sin(2*pi*fc*t);
Vy=@(t) A*cos(2*pi*fc*t);

%%Deviation angle inrespect to X & Y axis as a function of applied voltage and
% intial deviation
Beta_x=@(t) Vx(t)*Mu + Theta_x;
Beta_y=@(t) Vy(t)*Mu + Theta_y;

Px=@(t) G*tan(Beta_x(t));
Py=@(t) G*tan(Beta_y(t));

i=0;
p0_cal=linspace(0+1/Fs,t(end),4*t(end)/(1/fc));
for j=1:length(p0_cal)
    i=i+1;
tempx=@(t) Px(t)-G*tan(Theta_x);
[t0x(i),valx(i)]=fzero(tempx,p0_cal(j));
tempy=@(t) Py(t)-G*tan(Theta_y);
[t0y(i),valy(i)]=fzero(tempy,p0_cal(j));
end