Computing an integral inside a function

Hi guys!

I need to compute an integral inside a function. To compute an integral I use int function, first argument of which is the function to be integrated. I specify this function inside my big function

function [Put]=Putprice(S,K,r,q,T,a1,a2,b1,b2,c,beta)

    function y=b(s)
        y=b1*s+b2;
    end

alpha=r-q+b;

f=a^2*exp(-2*abs(beta)*int(alpha,s,0,u));

tau=int(f,u,0,T);

all the other parameters are specified. What's wrong?

Daniel.

Answer 1

[Wayne King]

It really helps when you show what error you are getting and how you are calling the function at the command line. Give people a simple example so that they can reproduce your error.

int() expects symbolic variables, are you using symbolic variables here?

If not, look at the help for integral()

value = integral(@(x) 1/sqrt(2*pi)*exp(-x.^2./2),0,3)

[Daniel]

Yes, you are right. I want to compute a definite integral, so the function integral() suits here best.

The problem is that when I define a function for this integral(), it contains another integral, which is symbolic...

b = @(s) r-q+b1*s+b2;

a = @(u) (a1*u+a2)^2;

tau=integral(a*exp(-2*abs(beta)*int(b,s,0,u)),0,T);

[Daniel]

syms s;

b = r-q+b1*s+b2;

a = @(u) (a1*u+a2)^2*exp(-2*abs(beta)*int(b,s,0,u));

tau=integral(a,0,T);

Still cannot compute tau :(

Answer 2

[Shashank Prasanna]

Integral is for numerical integration. What are you expecting the result in?

Once you compute the symbolic integral use subs to evaluate the result:

http://www.mathworks.com/help/symbolic/subs.html

Or use matlabFunction to convert the integrated function into a matlab function handle:

http://www.mathworks.com/help/symbolic/matlabfunction.html

Ofcourse I am assuming that you know what the other parameters are.

[Daniel]

I expect a number at the end. T=1 and I want to calculate tau. should I use smth like this?

a = @(u) (a1*u+a2)^2*exp(-2*abs(beta)*matlabFunction(int(b,s,0,u)));

I'm really stuck at this step