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Hi all,
Please can someone help me to solve the below issue?????????????please????
I have attached a file in which I have a table with the last column called as 'net',this expression consists of many variables in it.
I want to put this expression in the main script/load script and rename it as a field A''so that my future calculations involving this field A would be much easier.Can we do this???????
please can someone help??
the variables are updated in a macro .if you check in the edit module the function is 'Black 76'
I think we need to call macro and then put this exp below renaming it as required.Is this the process??else please guide me.
Hi
Your asoff_payoff field is not associated to any other tables. Rewrite the last part of your code as :
black_76:
load
*,
if(buy_sell='BUY',new_option_fuction-premium1,premium1-new_option_fuction) as asoff_payoff
;
load *,
[Trade ID] as trade,
Position_ID as pos,
strike_price as markt,
strike_price1 as strik,
Volatility_Amended as vol_amd,
xoptiontype_ as cp,
call_put as call_put1,
premium as premium1,
Expiry_ as exp,
time_to_expiry as time_to_expiry1,
Black76(call_put,strike_price1,strike_price,time_to_expiry,0.105,Volatility_Amended) as new_option_fuction
Resident data_;
// **********Following section should be commented out like
//as_off:
//load
//if(buy_sell='BUY',new_option_fuction-premium1,premium1-new_option_fuction) as asoff_payoff
//Resident black_76;
Hi all ,
after searching in the community,I got a solution of how we pass the macro function in load script ,I did the same in my script,the function has no error but the exp which I try to rename after that shows invalid expression message while running.
my function in macro that is used in script is Black 76:its used in last tab,at the end in script.
Please can anyone help me out??
It is expecting the parameters that have been declared in the function definition.
hi tresesco
.. I have actually commented the msg box in edit module so that it doesnt ask for the parameters.but still I get below error as 'invalid expression.' for the exp that I have given below the macro function in script.
Don understand where its going wrong .What ever I am doing is it the right way ?? or another way is present???
Please can you guide me?
See, when you write macro like:
function Black76(CallPutFlag,F,X,T,r,v)
.....
That means the function calculates on six input values(for CallPutFlag,F,X,T,r,v) and returns one. When you want to get some output from the function, it should actually been called in the script like:
LET Black76 = Black76(Value1, Value2,.....Value6);
You are missing those. Hope this helps.
ok understood, thanks for the response,
but it should not just take 1 single line of value,there are several rows that will be have to taken and calculated .like the column called option_chk in my table is the same as this exp in script below the function.Here each row has its own values getting calculated.Hence in such a scenerio how can we do this??
You can do that by using the function in the Load script like I have shown here :StrCmp Function
Hi,
I couldn't end up with the result as I wanted ,but thanks a lot for your help and time.
Will see how it works out,will do some more trials .
Hi Tresesco,
I tried the strcmp() function you had attached but I am getting one error as shown in the file attached.
Can you please check my script ones if possible and let me know if I am following the correct steps ,please????
I have attached my qvw as well,and my function script is in the tab called funct
You are passing a parameter called call_put which is not there the source.