Displaying 1 result from an estimated 1 matches for "businessdayconvention".
2012 Aug 08
2
RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'
...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 following error:
# ---> SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol...