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User Defined Functions

Create your own user definable functions in OpenDataDSL

Introduction​

You can create your own user defined functions and use them in your code, you can also create a library of functions in a script and import that script into other scripts to use those functions.

Syntax​

The syntax for creating a function is the following:

function name ( ((byref)? param (, (byref)? param)*)? )
  (comment)?
  (statement)*
end
  • A function has to have a valid name
  • A function can have 0 or more input parameters
  • Input parameters are passed 'by value' which can be over-ridden using the byef parameter modifier
  • A function can return a variable - simply set the variable to the name of the function
  • A function can call other functions, both user defined and built-in functions
  • If there is a comment above the function, then this becomes the description of the function which is shown when hovering over a call to the function

Examples​

A function to generate a random number between 1 and 100

function random100()
    random100 = toInt(random()*100 + 1)
end

A function that bootstraps and shapes an input 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