Hello, I am writing a scenario analysis for option strategies. I am trying to
build a framework, such that new pricing functions can be added as well as
volatility surface, interest rate term structure, etc⦠But for now I am
sticking to ear vanilla case. Anyways, the problem is not actually
One alternative if anybody is interested:
fun1 - function(a,b){
fun2 - function(c){fun3(c)}
fun3 - function(d){d+b}
fun2(a)
}
fun1(1,1) #2
I think I could just source the files with functions from within a code. :)
However, waiting for other options. I think this is a good question as
On Mon, 20 May 2013, Dominykas Grigonis dominykasgrigo...@gmail.com writes:
Hello, I am writing a scenario analysis for option strategies. I am
trying to build a framework, such that new pricing functions can be
added as well as volatility surface, interest rate term structure,
etc… But for
Thank you for everybody, who gave me some ideas. I have finally chosen to
reduce the number of arguments to 3 and they are easily passed to all
functions.
Few months ago I thought I might start a blog. This was the occasion for my
first post. Check the post if interested.
