In article <firstname.lastname@example.org>, Anonymous wrote:
> 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.
You can shorten the argument list using constructs like
In each case, the optional parameters have to be at the end of each list.
> It would be great if someone could help me with that, since I need it > urgently for my diploma thesis. Thank you!
Looking at the code you supply, I think that, for efficiency, a total re-write would be a good idea. For example, using numerical codes for the Greeks is not optimal (can you remember which is which without looking at the list?). Also, code fragments such as
-- Paul Abbott Phone: +61 8 6488 2734 School of Physics, M013 Fax: +61 8 6488 1014 The University of Western Australia (CRICOS Provider No 00126G) 35 Stirling Highway Crawley WA 6009 mailto:email@example.com AUSTRALIA http://physics.uwa.edu.au/~paul