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MathGroup Archive 2005

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Re: Newbie question

  • To: mathgroup at smc.vnet.net
  • Subject: [mg54209] Re: [mg54177] Newbie question
  • From: "David Annetts" <davidannetts at aapt.net.au>
  • Date: Sun, 13 Feb 2005 00:21:40 -0500 (EST)
  • Sender: owner-wri-mathgroup at wolfram.com

Hi Torben,

> I use the Mathematica package below. The function that I call 
> is HestonVanilla. This function has 13 arguments that I need 
> to provide. I want to change the programm, so that I do not 
> have to give "lambda", "rf", "cp" 
> and "G" each time I use the function. Instead I want that 
> these arguments are always set to specific values, namely:
> lambda = 0
> rf =0
> cp = 1
> G = 0

<Snippage>

You have at least two options.

The first is to provide an alternate definition for HestonVanilla like
HestonVanilla[k,o,sigma,rho,r,v,S,K,tau] =
HestonVanilla[k,o,sigma,rho,0,r,0,v,S,K,tau,1,1].  For your purposes, this
might be the way to go.

The second is to provide default values for each parameter as in

HestonVanilla[k,o,sigma,rho,lambda:0,r,rf:0,v,S,K,tau,cp:1,G:0] := Module[
...
];

Is there any reason why you use global variables in your function
definition?  Normally (eg 2.7.1 of The Book), you'd define a function like
HestonVanilla[k_,o_,sigma_,rho_,lambda_:0,r_,rf_:0,v_,S_,K_,tau_,cp_:1,G_:0]

Regards,

Dave.



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