Displaying 1 result from an estimated 1 matches for "callsch".
2012 Aug 08
2
RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'
...9;RQuantLib' package...
HullWhite <- list(term = 0.055, alpha = 0.03, sigma = 0.01,
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 <...