search for: gbsoption

Hi there, can anyone tell me how to extract to values of a particular slot for some S4 object? Let take following example: > library(fOptions) > val <-GBSOption(TypeFlag = "c", S = 60, X = 65, Time = 1/4, r = 0.08, b = 0.08, sigma = 0.30) > val Title: Black Scholes Option Valuation Call: GBSOption(TypeFlag = "c", S = 60, X = 65, Time = 1/4, r = 0.08, b = 0.08, sigma = 0.3) Parameters: Value: TypeFlag c S...

...t matrix at initial parameter estimates By the way, bs function actually based on the Black-sholes option pricing model. There is a specific function in Rmetrics, can I call the function in Rmetrics package? Something like this: bs<-function(s,x,t,a0,a1,a2,...){ v=exp(a0+a1*(x/s)+a2*(x/s)^2) GBSOption(TypeFlag=c("c"),S=s,X=x,Time=t,r=0,b=0,sigma=v)@price } When I use this one, it returns the error similar to the upper one. Please help me, many thanks. Ted -- View this message in context: http://www.nabble.com/error-in-function%3A-nls--%28urgent%29-tp20558499p20558499.html Sent from...