Displaying 3 results from an estimated 3 matches for "hullwhit".
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hullwhite
2012 Aug 08
2
RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'
# Hi all,
# trying to run the following example code
# from '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,...
2019 Jan 06
4
Failed to install RQuantLib in Ubuntu machine
...; -g -O2
-fstack-protector-strong -Wformat -Werror=format-security -Wdate-time
-D_FORTIFY_SOURCE=2 -g -I/usr/local/include -fpermissive -I../inst/include
-I. -DBOOST_NO_AUTO_PTR -fopenmp -fpic -g -O2 -fstack-protector-strong
-Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -g -c
hullwhite.cpp -o hullwhite.o*
*g++ -std=gnu++11 -I/usr/share/R/include -DNDEBUG
-I"/usr/local/lib/R/site-library/Rcpp/include" -g -O2
-fstack-protector-strong -Wformat -Werror=format-security -Wdate-time
-D_FORTIFY_SOURCE=2 -g -I/usr/local/include -fpermissive -I../inst/include
-I. -DBOOST_NO_...
2019 Jan 07
0
Failed to install RQuantLib in Ubuntu machine
...rotector-strong -Wformat -Werror=format-security -Wdate-time
> -D_FORTIFY_SOURCE=2 -g -I/usr/local/include -fpermissive -I../inst/include
> -I. -DBOOST_NO_AUTO_PTR -fopenmp -fpic -g -O2 -fstack-protector-strong
> -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2 -g -c
> hullwhite.cpp -o hullwhite.o*
>
> *g++ -std=gnu++11 -I/usr/share/R/include -DNDEBUG
> -I"/usr/local/lib/R/site-library/Rcpp/include" -g -O2
> -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time
> -D_FORTIFY_SOURCE=2 -g -I/usr/local/include -fpermissive -I../inst...