Hi Marshall and everyone here in the forum.
First of all i need to say sorry for not replying to any of the comments
or email because i was off line for several days.
(My wife didnt allow me to go online during the holidays. :-) )
Marshall thanks for your constructive full answers here. I read it
several times but still dont know how to use it in my existing project.
So i will try to elaborate my question again with code snippets in q/kdb:
In kdb i have implemented a function called .ql.binbaum that is able to
take a function (payoff) as argument to calculate a number based on this
function.
kdb code:
t:([] spot:100;rate:0.01;vola:0.25;matur:1.0;num:2500;payoff:({x};{max
0,x-100};{max 0,100-x};{abs 100-x}));t
Here you can see that i am able to place function in the list.
Now i update the table with the prices calculated from the arguments of
the table:
So my question again:
Can i pass a function to another function as argument?
Using adverb is not an option for me since payoff is also part of the
argument.
Using
apply =: 4 :'x~ y'
seems also not an option for me, since refering by name is very ugly.
I was not lazy i define the same function also in J:
binbaum=. monad define
's0 k r sig t n' =. y
dt =. t % n
beta =. (-:@+/@:^) dt*(0 ,*:sig)+(_1 1)*r
u =. ([+(%:@:(*:-1:))) beta
d =. %u
p =. ((^r*dt)-d)%(u-d)
S =. s0*(u&^*d&^@|.)i.n
V =. 0 >. k-S NB. This is the place where i want to use the payoff
q =. 1-p
v=.((q&*@:}:)+(p&*@:}.)) ^: (-.@:(#=1:)) ^:_ V
(^(-r*t ))*v
)
binbaum (100;100;0.01;0.25;1.0;3000)
Here i would like to pass the payoff in the argument.
Is it possible to pass the function as character?
Something like ' 0 >. 100-]' ?
If you can give me some hints this would be great.
Regards,
Kim
Am 15.08.2011 16:58, schrieb Marshall Lochbaum:
> Here are the full answers to your questions:
>
> Verbs are not first-class objects in the sense that they cannot be used as
> arguments or return values to other verbs. The reason is that if this were
> the case, it would be impossible to tell when to invoke verbs or when to use
> them as arguments; should
> f g h
> be interpreted as (f (g h)), two monadic applications, or (f g h), a single
> dyadic application? I consider this one of the weaknesses of J.
>
> However, there are a number of ways of getting around this problem. The
> first is to use adverbs and conjunctions, which can take verbs as arguments
> and return verbs. However, this is only a partial solution as adverbs and
> conjunctions cannot take each other as arguments or outputs.
>
> The second is to refer to verbs by name, using a string. This is the
> approach taken by plot. Utilities for this form are 5!:5, which takes a
> boxed name and returns a string, and ~ , an adverb which takes a string and
> returns a verb. So, to make a verb "apply," which takes a string on the left
> and a noun on the right and applies the verb to the noun, you could write
> apply =: 4 :'x~ y'
>
> The third is to use gerunds, which are J's way of turning a verb into a
> noun. f`g`h will produce a list of boxes, each of which is the "atomic
> representation" of f, g, or h. This is similar to a list of verbs; if you
> wanted to apply them you could use (f`g`h) `: 0 , which produces a list of
> the outputs of f, g, and h. You could also make `:0 a verb:
> apply =: 4 :'x`:0 y'
> allowing you to control it precisely using rank.
>
>
> A dictionary data type is not supported. However, you could make a
> dictionary conjunction which takes two lists and returns a dictionary
> function:
> dict =: 2 :'n {~ m&i.'
>
> 1 2 3 dict 7 8 9
> 7 8 9 {~ 1 2 3&i.
> (1 2 3 dict 7 8 9) 2
> 8
> (1 2 3 dict 7 8 9) 1.5
> |index error
> | (1 2 3 dict 7 8 9)1.5
>
> Marshall
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Raul Miller
> Sent: Monday, August 15, 2011 7:10 AM
> To: Programming forum
> Subject: Re: [Jprogramming] Several questions about j
>
> On Mon, Aug 15, 2011 at 5:08 AM, Kim Kuen Tang<[email protected]> wrote:
>> Are verbs ( dyad or monad) first-class citizen in j?
> The answer to this is "no" in the same sense that objects are not
> first-class citizens in any object oriented language.
>
>> Is it possible to forward a verb to another verb?
> Yes.
>
>> Is it possible to box a verb into list ?
> Yes.
>
>> Is it possible to have a dictionary like the case in kdb? Something
>> like : (`a`b`c)!(1 2 3)
> Yes, but not exactly.
>
> Typically, in J, locales are used for this purpose. But locales are not
> values and can only be referred to (by name).
>
> You would have to implement a replacement for this use of ! as a user
> defined verb.
>
> --
> Raul
> ----------------------------------------------------------------------
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>
> ----------------------------------------------------------------------
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>
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