R help - Dec 2010 - Help required: binomial option pricing using package

I'm using the CRRBinomialTreeOption function (in package
"fOptions") with a
loop for pricing a large number of options. But I can't transfer the values
obtained from this function to a "numeric" matrix as the outcome of
this
function is not a simple numeric.

The following is the piece of code:

# USING THE FUNCTION
library(fOptions)
option.price<-matrix(nrow=250,ncol=9)
for(j in 1:9){for(i in 1:250)
{option.price[i,j]=CRRBinomialTreeOption(TypeFlag="ca",S=data[(i+250),j],X=data[j,19],Time=T[i,j],r=data[i
,(9+j)],b=0,sigma=sig[i,j],n=5)}} 

R output:
Error in option.price[i, j] = CRRBinomialTreeOption(TypeFlag = "ca", S
data[(i +  :
  object of type 'S4' is not subsettable

I'm very new to R and can't find a solution with my knowledge at this
moment. Plz help.

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Hi Sonal,

The example you gave is not reproducible since we don't have
"data" as you
do.
However, here is an example of how to access the object you are after:

tmp <- CRRBinomialTreeOption(TypeFlag = "pa", S = 50, X = 50,
     Time = 5/12, r = 0.1, b = 0.1, sigma = 0.4, n = 5)

tmp@price

Cheers,
Tal

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On Fri, Dec 24, 2010 at 6:51 AM, sonal <sonal.sarkar@arxaa.com> wrote:
>
> I'm using the CRRBinomialTreeOption function (in package
"fOptions") with a
> loop for pricing a large number of options. But I can't transfer the
values
> obtained from this function to a "numeric" matrix as the outcome
of this
> function is not a simple numeric.
>
> The following is the piece of code:
>
> # USING THE FUNCTION
> library(fOptions)
> option.price<-matrix(nrow=250,ncol=9)
> for(j in 1:9){for(i in 1:250)
>
>
{option.price[i,j]=CRRBinomialTreeOption(TypeFlag="ca",S=data[(i+250),j],X=data[j,19],Time=T[i,j],r=data[i
> ,(9+j)],b=0,sigma=sig[i,j],n=5)}}
>
> R output:
> Error in option.price[i, j] = CRRBinomialTreeOption(TypeFlag =
"ca", S > data[(i +  :
>  object of type 'S4' is not subsettable
>
> I'm very new to R and can't find a solution with my knowledge at
this
> moment. Plz help.
>
> --
> View this message in context:
>
http://r.789695.n4.nabble.com/Help-required-binomial-option-pricing-using-package-tp3162935p3162935.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
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