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2011 May 20
0
Spline Function
I am using R for volatility calibration (Variance Gamma distribution). My question is very basic and not at all related to mathematics! y=spline(KK,CallPrices,,"fmm",,,strikes) When calling spline function it returns a list y The list contains some numbers which I have to subtract from another array called "MarketPrices" since y is a list a normal subtraction is not possible. For example I get this output from spline function......