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2012 Aug 08
2
RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'
...rams <- list(faceAmount=100, issueDate = as.Date("2004-09-16"),
maturityDate=as.Date("2012-09-16"), redemption=100,
callSch = callSch)
dateparams <- list(settlementDays=3, calendar="us",
dayCounter = "ActualActual",
period="Quarterly",
businessDayConvention = "Unadjusted",
terminationDateConvention= "Unadjusted")
coupon <- c(0.0465)
CallableBond(bondparams, HullWhite, coupon, dateparams)
# ...I get the follo...