当我在函数下面运行时,它返回错误“无功能可返回,跳到顶层”
由于函数似乎结构正确,我似乎无法找到错误。
所有定义的参数都是根据TTM(值列表)而改变的,除了到期日更改。
您能帮助我理解错误消息吗?
Condor_strategy <- function (TTM) {
result = c()
for (i in 1:length(TTM)){
maturity = TTM[i]
a = MCAsianOptionPricer(maturity, K2,spot, stdv, Rf, 0, 0, 1, 10000, maturity * 365)
b = MCAsianOptionPricer(maturity,K4, spot, stdv, Rf, 0, 1, 1, 10000, maturity * 365)
c = MCAsianOptionPricer(maturity, K1,spot, stdv, Rf, 0, 1, 1, 10000, maturity * 365)
d = MCAsianOptionPricer(maturity, K3, spot stdv, Rf, 0, 1, 1, 10000, maturity * 365)
result = append(result, a-b-c-d)
}
return(result)
}
> dput(head(TTM))
c(0.004, 0.008, 0.012, 0.016, 0.02, 0.024)
Error in append(result, a - b - c - d) : object 'a' not found
>
> }
Error: unexpected '}' in " }"
> return(result)
Error: no function to return from, jumping to top level
> }
Error: unexpected '}' in "}"
>