[Scilab-users] ”Too complex recursion”

[fujimoto2005]

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));






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