Hello,Serge Steer My user function does't call 'intg'. The following is a sample code for a demo. But I have another error message.
************************ clear function rt=payoffFunc(fxSpot,fxTriger,fxFixed) if fxSpot<=10 then fxSpot=10 end rt=(fxFixed -fxSpot) if fxSpot <= fxTriger then rt=(fxSpot -(fxTriger^2)/fxSpot)*3 end endfunction function rt=payoffDenFunc(x,t,fxValDate,fxTriger,fxFixed,mu,vol) f1=fxValDate*%e^x; pl=payoffFunc(f1,fxTriger,fxFixed); vrt=t^0.5*vol; z=(x-mu)/vrt; dens=1/(sqrt(2*%pi))*%e^(-0.5*z^2)/vrt; rt=pl*dens; endfunction vol=0.09 fxTriger=95 fxFixed=150 fxValDate=100 payD_V=0.0602739726027397 discY_V=0.999747607575612 discD_V=0.996743237517026 mu=log(discD_V/discY_V)/payD_V; xTrig_V=log(fxTriger./fxValDate) xmin_V=(mu-0.5*vol^2)*payD_V-4*vol*sqrt(payD_V) if xmin_V>xTrig_V then xmin_V=xTrig_V-%eps end plCtrlEX1=intg(xmin_V,xTrig_V-%eps,list('payoffDenFunc',payD_V,fxValDate,fxTriger,fxFixed,mu,vol)); -- View this message in context: http://mailinglists.scilab.org/Too-complex-recursion-tp4032303p4032306.html Sent from the Scilab users - Mailing Lists Archives mailing list archive at Nabble.com. _______________________________________________ users mailing list users@lists.scilab.org http://lists.scilab.org/mailman/listinfo/users