Crank-Nicolson finite difference method - Error: Function definitions are not permitted in this context.
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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 :)
*function oPrice = finDiffCN(X,S0,r,sig,Svec,tvec,oType)
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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!
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Answers (1)
Titus Edelhofer
on 16 Jun 2015
You need to save the code to a file, then call it ...
Titus
1 Comment
Romenimo Carlos Cutana
on 29 Mar 2022
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.
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