search for: bondparams

Displaying 1 result from an estimated 1 matches for "bondparams".

2012 Aug 08
2
RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'
...gridIntervals = 40) Price <- rep(as.double(100),24) Type <- rep(as.character("C"), 24) Date <- seq(as.Date("2006-09-15"), by = '3 months', length = 24) callSch <- data.frame(Price, Type, Date) callSch$Type <- as.character(callSch$Type) bondparams <- 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 = "Actu...