MATLAB: OOP Calling Functions from Different Class

Question

My goal is to design a re-usable engine programmed in MATLAB using MATLAB OOP. This is my first attempt to do this. My problem that I would like to resolve is the following: I have an abstract class cPayoffBase that defines the interface for an unknown type payoff. Inheriting cPayoffBase, I have a concrete class cPayoffCall which implements a call option. Now I defined another class cVanillaDerivs that takes in an user-defined payoff object and a strike price. When I pass in the user-defined object to cVanillaDerivs to calculate some quantity an exception Index exceeds matrix dimensions. surfaces. I shall provide the codes in detail.

cPayoffBase.m

classdef (Abstract) cPayoffBase < handle

    methods (Abstract)
        mfGetPayoff(argSpotPrc)
    end

end

cPayoffCall.m

classdef cPayoffCall < cPayoffBase

    properties (GetAccess = private, SetAccess = private)

        dmStrikePrc

    end

    methods

    function obj = cPayoffCall(argStrikePrc)

        obj.dmStrikePrc = argStrikePrc;

    end

    function rslt = mfGetPayoff(obj, argSpotPrc)

        rslt = max(argSpotPrc - obj.dmStrikePrc, 0.0);

    end

end

cVanillaDerivs.m

classdef cVanillaDerivs

%% Data Members
properties (GetAccess = private, SetAccess = private)
    dmPayoffObj
    dmExpiryDt
end

%% Implementation
methods

    % Constructor
    function obj = cVanillaDerivs(argPayoffObj, argExpiryDt)

        obj.dmPayoffObj = argPayoffObj;
        obj.dmExpiryDt  = argExpiryDt;

    end

    % Member Functions
    function rslt = mfGetExpriyDt(obj)

        rslt = obj.dmExpiryDt;

    end

    function rslt = mfGetDerivPayoff(argSpotPrc)

        rslt = obj.dmPayoffObj(argSpotPrc);

    end
end
end

command window

>> clear classes
>> spot = 100; strike = 50; T = 1;
>> payoffObj = cPayoffCall(strike);
>> typeVanilla = cVanillaDerivs(payoffObj, T);
>> mfGetDerivPayoff(typeVanilla, spot)
Index exceeds matrix dimensions.

Error in cVanillaDerivs/mfGetDerivPayoff (line 37)
            rslt = obj.dmPayoffObj(argSpotPrc);

In C++, given that I have a wrapper class and wrap the class object cPayoffBase I can do something like return (*dmPayoff)(dmSpotPrc) for double returning function mfGetDerivPayoff(double dmSpotPrc) const in class cVanillaDerivs. Please kindly let me know my errors and if possible how can I achieve the same process in MATLAB OOP like C++.

Christian Reimer · Accepted Answer · 2013-10-01 09:01:48Z

1

You are trying to access element number 100 of the property dmPayoffObj. However, this property is set to payOffObj, which isn't an array. Thus the error.

What I think you wanted is return the Payoff of dmPayoffObj. You should change the method mfGetDerivPayoff of the class cVanillaDerivs as follows:

function rslt = mfGetDerivPayoff(argSpotPrc)
    rslt = obj.dmPayoffObj.mfGetPayoff(argSpotPrc);
end

answered Oct 1, 2013 at 9:01

Christian Reimer

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1 Comment

AnonymousJ Over a year ago

Ah. so need . to call the function mfGetPayoff() is needed. All that question writing for a great answer. Thank you.

Sam Roberts · Accepted Answer · 2013-10-01 09:01:07Z

1

Did you mean rslt = obj.dmPayoffObj.mfGetPayoff(argSpotPrc); instead of rslt = obj.dmPayoffObj(argSpotPrc);?

answered Oct 1, 2013 at 9:01

Sam Roberts

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1 Comment

AnonymousJ Over a year ago

Yes the problem and solution that you and @Christian provided worked. Thank you.

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