search for: hullwhite

Displaying 3 results from an estimated 3 matches for "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_A...
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/...