Re: Newbie question

*To*: mathgroup at smc.vnet.net*Subject*: [mg54197] Re: Newbie question*From*: Peter Pein <petsie at arcor.de>*Date*: Sun, 13 Feb 2005 00:21:28 -0500 (EST)*References*: <cukb9l$lns$1@smc.vnet.net>*Sender*: owner-wri-mathgroup at wolfram.com

> 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 > > The reason for that is that, when I call the function from Excel I can only > have 9 arguments. > I guess this is a piece of cake for someone familar with Mathematica. > > It would be great if someone could help me with that, since I need it > urgently for my diploma thesis. Thank you! > > > > > BeginPackage["Options`HestonVanilla`"] > > (************************************************************************************ > author: Uwe Wystup, wystup at mathfinance.de > date : November 1999 > *************************************************************************************) > AuxFunc::usage = "computing the ingredients for HestonVanilla" > HestonVanilla::usage = "Steven Heston's Stochastic Volatility Model\n > to price European put and call options\n > HestonVanilla[k,o,sigma,rho,lambda,r,rf,v,S,K,tau,cp,G]\n <snip> I'm afraid you have to rearrange the arguments and to give the default values in this way: HestonVanilla[k_, o_, sigma_, rho_, r_, v_, S_, K_, tau_, lambda_:0, rf_:0, cp_:1, G_:0] Maybe someone knows an easyer way to do this... Have sucess, Peter -- Peter Pein Berlin