Displaying 1 result from an estimated 1 matches for "t_exp".
Did you mean:
u_exp
2006 May 22
1
RQuantlib Array processing applying EuropeanOptionExampleArray
...$For_Price as my
array of underlying prices and the other inputs from row 9 of atm.work.
i<-9;
x<-EuropeanOption(type = "put", underlying = atm.work$For_Price, strike
= atm.work$K[i],
dividendYield = atm.work$BEY[i], riskFreeRate =
atm.work$BEY[i], maturity = atm.work$t_exp[i],
volatility = atm.work$sigma[i])
x$parameters has the array of underlying prices but the results is only
a single vector using the first row of atm.work$For_Price. Is this
because I am pulling the inputs from data.frame not arrays?
Any help is greatly appreciated.
Thank you
Joe