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defining functions on-the-fly

I would like to be able to define some functions on-the-fly in IDL. 
In other words, my program does some stuff, and computes that the desired
function is (some arbitrary function, not necessarily a polynomial).
I would then like to define the equivalent of
FUNCTION myfunction, x,y
  return, <my arbitrary expression in (x,y)>
and then be able to call myfunction(x,y).

Is there any easier way to do this than actually writing out a 
myfunction.pro file to disk and compiling that? That way would certainly
work, but it strikes me as inelegant... At first I thought I could do this
with the EXECUTE statement, but you can't define functions using that.

 - Marshall