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function

Create your own user definable function (UDF)

Syntax​

function name ( ((byref)? param (, (byref)? param)*)? )
  (comment)?
  (statement)*
end

Description​

The function command allows you to create a custom function which can be used in your OpenDataDSL scripts - either in the same script or you can write functions in a script which can then be imported into a script.

The function is called using the name of the function and the parameters passed in the same order as declared.

To return a value from a function, you need to create a variable in the function as the same name as the function.

Documentation​

Any comments that are added above the function becomes the function description visible when hovering over the function when it is called.

Multi-line comments can also include '@ variables' which can describe parameters and information about the script itself:

  • @category - when placed in a comment block at the top of the script, this is used as the category for the file which is used in the GUI to provide categorised lists of scripts.
  • @param - this is used to provide a description of a function parameter
Parameter modifiers​

By default, parameters are passed 'by value', which means that changing those values in the function does not change the variable that was passed in. Adding the byref parameter modifier means that the value is passed 'by reference' so the actual variable itself is passed into the function.

Example of script comment:

/**
 * @category report
 * Functions for creating reports
 */

Example of function comment:

/**
 * Bootstrap an input curve
 * to create a monthly arbitrage-free curve
 * @param input The input curve
 */

Examples​

An example that creates a bootstrapped and shaped curve

/**
 * Create an arbitrage free monthly curve from the input curve and use simple shaping
 * @param input The input curve
 */
function bootstrapAndShape(input)
    boot = bootstrapCurve(input)
    bootstrapAndShape = shape(boot)
end