search for: pricers

I have found a: HPE 873830-S01 ProLiant MicroServer Gen10 for <$300 without drives.? If I can believe the seller, it has a AMD Opteron X3216 Dual-core (2 Core) 1.6GHz and 8GB Installed. It has 4 3.5" bays. and 1? "Media" bay? https://www.servertechsupply.com/873830-s01/ this could well be acceptable.? Got to find out power draw.? Looks like ~40W. Any input on issues of OS

...naries are also available. Among the new features in version 0.2.0, all of which are due to excellent contributions by Dominick Samperi, are - new functions for Fixed Income support: * DiscountCurve for discount / forward / zero curve construction * BermudanSwaption provding several QuantLib pricers for Swaptions - new internal R / C++ interface class RCpp - Windows binary packages on CRAN Windows users can now install RQuantLib via the menu just like any other package. Debian users can still say 'apt-get install r-cran-rquantlib'. All others can compile manually (which still requir...

Hi everybody, i'm working on the next version of the CreditMetrics package. So i have the question, are there any functions or packages which have have the functionality to calculate dates with a certain day count convention like act/360 or 30/360? Intensive search in the r-help archive or in the manuals did not bring any solution. thanks everybody for some help. best regards Andreas

...naries are also available. Among the new features in version 0.2.0, all of which are due to excellent contributions by Dominick Samperi, are - new functions for Fixed Income support: * DiscountCurve for discount / forward / zero curve construction * BermudanSwaption provding several QuantLib pricers for Swaptions - new internal R / C++ interface class RCpp - Windows binary packages on CRAN Windows users can now install RQuantLib via the menu just like any other package. Debian users can still say 'apt-get install r-cran-rquantlib'. All others can compile manually (which still requir...

Hi, I am trying to create a perspective plot with Time on the x-axis, Underlying Price on the y-axis, and Option Price on the z-axis. But I don't like the way my x-axis is setup. Right now, Time is this sequence. Time = seq(from = 1/52, to = 1, by=1/52) That results in the x-axis going from 0 at the back, to 1 near the foreground corner.(If that makes any sense) I want to do the