[R] writing function help
casperyc
casperyc at hotmail.co.uk
Sat Apr 10 22:32:00 CEST 2010
Hi,
I have written a function,
( or 2 functions)
becasue there are only tiny difference,
One of them has lines
==========================
#c2 (price.mat) call option price
c2=c(
max(S.mat[1,3]-K,0),
max(S.mat[2,3]-K,0),
max(S.mat[3,3]-K,0)
)
(some lines)
list(
"Stock Value"=round(S.mat,dp),
"Call Price"=round(price.mat,dp),
"Phi"=round(phi.mat,dp),
"Psi"=round(psi.mat,dp)
)
===========================
and the other one is
==========================
#c2 (price.mat) put option price
c2=c(
max(K-S.mat[1,3],0), <---------difference
max(K-S.mat[2,3],0), <---------difference
max(K-S.mat[3,3],0) <---------difference
)
(some lines)
list(
"Stock Value"=round(S.mat,dp),
"Put Price"=round(price.mat,dp), <---------"label" difference
"Phi"=round(phi.mat,dp),
"Psi"=round(psi.mat,dp)
)
===========================
Can I combine them into one function?
just by adding a 'dummy variable' say 'type'
which takes "call"/"put" or values 1,2
The full codes are in attachment.
Thanks!
http://n4.nabble.com/file/n1835638/mycall.r mycall.r
http://n4.nabble.com/file/n1835638/myput.r myput.r
casper
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