CODEWITHSUNDEEP
r3d
Jae Hoon
Jae Hoon

Reputation: 59

plot 3d surface of pre-defined function

I want to plot 3D surface of pre-defined function which include switch statement.If I run my code, "longer object length is not a multiple of shorter object length" and "Error in get(as.character(FUN), mode = "function", envir = envir) : object 'f' of mode 'function' was not found" these two are printed without result I intended. Simplified code is as below. Anyone can fix this problem?

    BlackScholes<-function(S, K, r, q, vol, T, result){

    switch(result,
     callprice = S+k+T,
     putprice = K+T,
     calldelta = exp(-q * T),
     putdelta = exp(-q * T)
     }

     x<-seq(1950000,2700000,by = 5000)
     y<-seq(0,30,by = 1)
     f<-BlackScholes(x,220000,0.014,0,0.2,y,"calldelta")
     z<-outer(x,y,f)
     persp(x,y,z)

Upvotes: 0

Views: 98

Answers (1)

thisislammers
thisislammers

Reputation: 424

When you save your function call in f, you are saving the result of the function, not the function call itself. In order to use your function as the FUN parameter in outer(), you should pass the named parameters of BlackScholes() as extra arguments to outer(). 

z <- outer(
  x, 
  y,
  FUN = 'BlackScholes',
  K = 220000,
  r = 0.014,
  q = 0,
  vol = 0.2,
  result = 'callprice'
)

persp(x,y,z)

Also, you should probably refrain from naming any variables T, since it's R shorthand for the logical TRUE.

Upvotes: 1

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