For some reason, I can't pass variables in kwargs in Python for the receiving function to see. (SOLVED - see edit). This illustrates the problem: kwargs parameters are passed through various functions and arrive at the integrand function. I put a print (kwargs) in there that shows the entire dictionary I created in the first few lines below. BUT these variables are not seen by the integrand function and an error is thrown. What is the correct way to make these variables accessible to the final function? Much appreciated, I searched quite a few posts on SO but couldn't find anything directly relevant to my case.

 ntegrand(x, F, K, T1, T2, vol, flag): print(kwargs) d1 = (np.log(x / (x+K)) + 0.5 * (vol**2) * (T2-T1)) / (vol * np.sqrt(T2 - T1)) d2 = d1 - vol*np.sqrt(T2 - T1) mu = np.log(F) - 0.5 *vol**2 * T1 sigma = vol * np.sqrt(T1) value = lognorm.pdf(x, scale=np.exp(mu), s=sigma) * (flag * x*norm.cdf(flag * d1) - flag * (x+K)*norm.cdf(flag * d2)) return value def integrate(x, w, a, **kwargs): return np.sum(w*transform_integral_negative1_1_to_0_1(x, a, **kwargs)) def transform_integral_0_1_to_Infinity(x, a, **kwargs): return integrand(a+(x/(1-x)), **kwargs) *(1/(1-x)**2); def transform_integral_negative1_1_to_0_1(x, a, **kwargs): return 0.5 * transform_integral_0_1_to_Infinity((x+1)/2, a, **kwargs) flag = current_opt[i,0] F = current_opt[i,1] K = current_opt[i,2] T2 = current_opt[i,3] T1 = current_opt[i,4] r = current_opt[i,5] vol = current_opt[i,6] a = 0 b = np.Inf kwargs = {'flag':flag, 'F':F, 'K':K, 'vol':vol, 'T2':T2, 'T1':T1} integrate(x, w, a, **kwargs)

And this is what is printed before the print(kwargs) error is thrown:

 {'F': 1.2075, 'flag': -1.0, 'K': 0.12509999999999999, 'T2': 0.068500000000000005, 'vol': 0.42999999999999999, 'T1': 0.041099999999999998}

And the error, even though K was defined above:

 NameError: name 'K' is not defined

The solution was to define each entry instead of extracting each value from the dictionary... The **kwargs function passed last extracts all keyword arguments automatically.