Displaying 1 result from an estimated 1 matches for "arithmeticasianpayoff".
2007 Apr 20
1
Error: cannot change value of locked binding for
...What does this error means and how to resolve this issue (cannot change
value of locked binding for ). Please suggest
> mc = MonteCarloOption(dt = 1/360, pathLength = 30, mcSteps = 5000,
mcLoops =
+ 50, init = TRUE, innovations.gen = sobolInnovations, path.gen =
wienerPath,
+ payoff.calc = arithmeticAsianPayoff, antithetic = TRUE, standardization
=
+ FALSE, trace = TRUE, scrambling = 2, seed = 4711)
Error in MonteCarloOption(dt = 1/360, pathLength = 30, mcSteps = 5000, :
cannot change value of locked binding for 'dt'
>
Thanks in advance
Sayonara With Smile & With Warm Rega...