Displaying 1 result from an estimated 1 matches for "callprices".
Did you mean:
callprice1
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......