search for: 26p_500_calls

Dear R-users I am trying to find a value for the risk free rate minimizing the difference between a BS call value with impl. volatilities minus the market price of a call (assuming this is just the average bid ask price) Here is my data: http://r.789695.n4.nabble.com/file/n3747509/S%26P_500_calls%2C_jan-jun_2010.csv S%26P_500_calls%2C_jan-jun_2010.csv S0 <- 1136.03 q <- 0.02145608 S0 <- spot[10,6] S0 strike <- marketdata[1:460,9] T <- marketdata[1:460,17]/365 #Notice the T is measured in years now implvol <- marketdata[1:460,12] ask <- marketdata[1:460,10] bid <-...

...), objective = y, lower =lb, > upper =ub) Error in dots[[1L]][[1L]] : object of type 'closure' is not subsettable And I don't know what this mean and what I am doing wrong. Can anyone help me? Here is my code and data set. Best Rikke http://r.789695.n4.nabble.com/file/n3752886/S%26P_500_calls%2C_jan-jun_2010.csv S%26P_500_calls%2C_jan-jun_2010.csv marketdata <- read.csv(file="S&P 500 calls, jan-jun 2010.csv", header=TRUE, sep=";") spot <- read.csv(file="S&P 500 spot and return 2010.csv", header=TRUE, sep=";") #--------------------...