AssetPaths
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Hello everybody. I am really desperate because I do not succeed in simulating asset paths by monte carlo simulation. Somehow, everytime I am typing in the one of the following commands:
function SPaths=AssetPaths(S0,mu,sigma,T,NSteps,NRepl)
or
function SPaths=AssetPaths(S0,mu,sigma,T,NSteps,NRepl) or
paths=AssetPaths(...)
I get the following message:
??? function SPaths=AssetPaths(S0,mu,sigma,T,NSteps,NRepl) | Error: Function definitions are not permitted in this context.
Can someone please help me? Maybe I am missing the AssetPaths.m file?
Thanks for every answer
Kind regards dominic
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Answers (4)
Oleg Komarov
on 22 Jun 2011
You can declare a function only in a separate m. file and only as the very first line. So for example the following script will give the same error:
a = 10
function out = hi(a)
end
2 Comments
Walter Roberson
on 22 Jun 2011
Minor variation: function must be the first non-blank non-comment line.
lavistacrunchy
on 22 Jun 2011
3 Comments
Walter Roberson
on 22 Jun 2011
Correct, you cannot enter function definitions at the command window or script file. You must put them in to a function .m file.
Walter Roberson
on 22 Jun 2011
At the command window,
edit AssetPaths
and paste in the code and save the file as AssetPaths.m
Angus
on 22 Jun 2011
You need to put the function AssetPath in a separate m-file that is named the same as the function.
eg: file 1: AssetPaths.m
function results = AssetPaths( ... )
statements
end
now you can invoke a call to AssetPaths on the command line like
>> paths = AssetPaths( ... input variables)
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