Displaying 1 result from an estimated 1 matches for "marketprices".
2011 May 20
0
Spline Function
...ation (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...
$x
[1] 1050 1100 1150 1175 1200 1250 1300 1350 1400 1450 1500
$y
[1] 175.15474 146.78475 121.76502 110.50149 100.05049 81.49610
65.87413 52.89799 42.24847 33.59852 26.6...