DisplayPDEPriceArray





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CapeTools Generic PDE Pricer function list

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Displays an array of prices, priced via a Generic PDE Pricer object.

Unlike the Tree algorithm, our PDE object actually prices the structure for 100 different asset prices.

The out put is a two column range of asset/structure price.



Note: Within Excel, the function is named - CT.PRO.DisplayPDEPriceArray




High level graphic of DisplayPDEPriceArray() function with parameters. Blue square node is the actual function with the parameters ordered.



Parameter Description


  1. PDEPricer parameter

    Key to an already constructed Generic PDE Pricer object.


Extended information

Function Syntax

VB Syntax


Variant CTPDEPricer.DisplayPDEPriceArray( _
String PDEPricer)


Excel Spreadsheet Syntax


=CT.PRO.DisplayPDEPriceArray(
Excel String Cell PDEPricer)


C++ Syntax


static CTRangeDataCPP DisplayPDEPriceArray(
std::string PDEPricer);


DotNET Syntax


CTRangeData CTPDEPricerSA.DisplayPDEPriceArray(
System.String PDEPricer);

Parameter data types

ArgNameArgTypeIsKey
PDEPricerStringTRUE


Example Inputs

The first column represents the name of the parameters. The second column specifies whether the parameters are optional or not. Finally the last column provides some sample input data.
Function call input string-keys are always in the format : "NAME.EXTTAG.TICKER" The "EXTTAG.TICKER" part is determined from the output of other, capetools, object creation functions.


ArgNameIsOptional (Excel only)Example
PDEPricerFALSEPDEPricerNAME.EXTTAG.TICKER (from a function call)


Example function usage


The C# example below contains all the sub-function calls leading up to this function call. As a result, the example can contain a lot of code.

The VB.NET, J#, C++.NET, Java, Excel VBA, Visual Basic 6 (via COM) and C++ examples below contain function code stubs for the calls leading up to this function call. However, the function call for this function is displayed.
You can easily reproduce the stub functions code from the C# example.


If you are accessing this functrion via the MiniXL libraries, this function is present within the CT.QL.GenericPricing20 MiniXL Excel Addin.

Within our Excel Example Addin Generator, we have used the following QuantTools sub-functions in order to prepare the arguments needed to call the DisplayPDEPriceArray() function. If you are executing this function via the MiniXL libraries, the module addin name, (in brackets, to the right of the sub-functions listed below), indicates the MiniXL library in which the sub-function is held. You will need to load this library into your Excel session (along with any other libraries that the sub-function call within the addin requires (ie - CT.QT.Utils20 addin in almost all cases) in order for the example to compute successfully.

These are the financial QuantTools sub-function calls that are used within the examples :





The objects generated by these sub-functions are inter-connected in the following way :




The following four examples demostrate calling this function within a Microsoft .NET environment

The following four examples demostrate calling this function within a non .NET environment

The following is a sample output from executing the DisplayPDEPriceArray() function call


Example
11.29880.000789162
11.75450.000789162
12.22860.000895659
12.72180.00111624
13.23490.00147044
13.76880.00199074
14.32410.00272452
14.90190.00373701
15.50290.00511522
16.12820.00697307
16.77880.00945769
17.45550.0127572
18.15960.0171099
18.8920.0228154
19.6540.0302471
20.44680.0398673
21.27150.0522435
22.12940.0680675
23.0220.0881763
23.95060.113574
24.91660.145459
25.92160.185245
26.96710.234593
28.05480.295436
29.18640.370008
30.36360.460867
31.58830.570924
32.86240.703464
34.18790.86216
35.56681.05109
37.00141.27476
38.49381.53806
40.04641.84632
41.66172.20525
43.34212.62093
45.09033.0998
46.90893.6486
48.8014.27432
50.76934.98418
52.81715.78553
54.94746.68582
57.16377.69254
59.46938.81311
61.86810.0549
64.363411.4251
66.959412.9306
69.660214.5782
72.469916.3742
75.392918.3249
78.433820.4359
81.597422.7127
84.888625.1604
88.312527.7837
91.874530.5872
95.580233.5751
99.435436.7516
103.44640.1205
107.61843.6857
111.95947.4512
116.47551.4209
121.17355.5989
126.0659.9894
131.14564.5971
136.43569.4269
141.93874.484
147.66279.7741
153.61885.3036
159.81491.0791
166.2697.1081
172.966103.398
179.943109.959
187.201116.798
194.751123.927
202.607131.356
210.779139.096
219.28147.16
228.125155.56
237.326164.311
246.898173.428
256.857182.925
267.217192.821
277.995203.131
289.208213.875
300.873225.072
313.008236.744
325.633248.912
338.767261.598
352.431274.829
366.646288.628
381.435303.023
396.82318.042
412.825333.713
429.476350.064
446.799367.125
464.82384.949
483.568403.689
503.073423.194
523.364443.485
544.473464.594
566.434486.555



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