Crank-Nicolson finite difference method - Error: Function definitions are not permitted in this context.

ive copied the codes for Crank-Nicolson finite difference method, but it wont run and keeps showing this error msg 'Error: Function definitions are not permitted in this context.', any idea to fix this? thx guys :)

Link for the codes: http://www.goddardconsulting.ca/matlab-finite-diff-crank-nicolson.html

 *function oPrice = finDiffCN(X,S0,r,sig,Svec,tvec,oType)
|
Error: Function definitions are not permitted in this context.*

ooo and one more thing, if it says - undefined function 'finDiffCN' for input arguments of type 'double'- how to fix it? thx!

[Aasiya Khan]

I am also facing this problem please tell how to fix it?

Answer 1

[Titus Edelhofer]

You need to save the code to a file, then call it ...

Titus

[Romenimo Carlos Cutana]

Greetings. I hope you a doing great. I am facing a problem with the same code, it say that: not enough input arguments.

I don't know if you can help me.