an exp with many variables can be put in load script???? need help please???

[#1]

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.

[#2]

Hi,

Thanks for the response,

Yes,but  call_put =if(xoptiontype_='PUT','p','c') because the first parameter to be passed to the function is a string which should be either 'c ' or 'p' according to PUT/CALL value in xoptiontype_ so I gave that condition and renamed this as a new field called call_put and trying to pass the same.

Is this wrong else any other way to do this??? can you please guide me??

[tresesco]

The calculated field can't be refered in the same load statement like that. Rather try preceding load like:

black_76:

Load

     *,

      Black76(call_put,strike_price1,strike_price,time_to_expiry,'0.105',Volatility_Amended) as new_option_fuction

;

load

      *,

      (Expiry_-Today())/365 as time_to_expiry,

      (if(xoptiontype_='PUT','p','c')) as call_put

Resident data_;

[#4]

Hi Tresesco,

Thanks for reminding ,had forgotten that part of script ,but I have corrected the same.Now the reload took place successfully but the field renamed which is the outcome of the function Black76 ie new_option_function doesn't show any result.You can have a look at the table box in sheet 6 of the file attached.

Am I still going wrong somewhere?? please request help.

[tresesco]

In your function definition one msgbox is there, just comment it out.

function Black76(CallPutFlag,F,X,T,r,v)

Dim d1,d2,op

  d1 = (Log(F / X) + (v ^ 2 / 2) * T) / (v * Sqr(T))

    'msgbox d1

    d2 = d1 - v * Sqr(T)

....

[#6]

Hi Tresesco,

Thanks a lot,the values are coming now for new_option_function. ,I am getting to know little more about macros now, but had a doubt,cant we use this field obtained from the function black76 for other calculations in the script??

something like :

if(buy_sell='BUY',new_option_function-premium1,premium1-new_option_function)

as asoff_payoff

and then I try to pull this asoff_payoff next to the new_option_function in the table???? I am presently not getting values for this

.Is this not possible???

You can refer the file attached if required.

[tresesco]

Hi Sahana,

You can, and it is being calculated as well. Take the field asoff_payoff in a list box, you would find the values. In your straight table use expression:= Sum(asoff_payoff), values would get populated.

, hope this helps you close the issue.

[#8]

Hi hi I myself want to close this very fast Tresesco,and I am able to proceed almost till the end with your generous help which you have provided all the way.

The asoff_payoff value actually doesn't match.I calculated it in script as well as in table also.The one calculated in table comes up but  that calculated in script doesn't. If I put sum(Sum(asoff_payoff)  in the table very huge value comes which is wrong .

As soon as this is resolved will close this asap .

[tresesco · Accepted solution]

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;

[#10]

Hi thanks a lot Tresesco.

finally I reached the end

as your wish will close it off.

Thanks again.

[tresesco]

You are welcome ! And happy that I could help you reach the end.