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...option price varies relative to interest rates. Kind of a see-saw like graph. I need to keep this simple because this is meant to teach the absolute basics about the effects of interest rates on option prices. These are the option prices I'm using: CallPrice1<-CRRBinomialTreeOption(TypeFlag="ca",S=20, X=20, Time=1/12, r=0.0, b=0.0, sigma=.4, n=100)@price CallPrice2<-CRRBinomialTreeOption(TypeFlag="ca",S=20, X=20, Time=1/12, r=.05, b=.05, sigma=.4, n=100)@price CallPrice3<-CRRBinomialTreeOption(TypeFlag="ca",S=20, X=20, Time=1/12, r=.10, b=.10,...

Hi there, can anyone tell me how to extract to values of a particular slot for some S4 object? Let take following example: > library(fOptions) > val <-GBSOption(TypeFlag = "c", S = 60, X = 65, Time = 1/4, r = 0.08, b = 0.08, sigma = 0.30) > val Title: Black Scholes Option Valuation Call: GBSOption(TypeFlag = "c", S = 60, X = 65, Time = 1/4, r = 0.08, b = 0.08, sigma = 0.3) Parameters: Value: TypeFlag c S 60...

...ric. The following is the piece of code: # USING THE FUNCTION library(fOptions) option.price<-matrix(nrow=250,ncol=9) for(j in 1:9){for(i in 1:250) {option.price[i,j]=CRRBinomialTreeOption(TypeFlag="ca",S=data[(i+250),j],X=data[j,19],Time=T[i,j],r=data[i ,(9+j)],b=0,sigma=sig[i,j],n=5)}} R output: Error in option.price[i, j] = CRRBinomialTreeOption(TypeFlag = "ca", S = data[(i + : object of type 'S4' is not subsettable I'm very new to R and can't fin...

...in 1:dim(dd_by_type)[1]) { #assign(paste("con_",i,sep=""),file(paste(file.path(indata),"_",i,".csv",sep=""), open="w")) #} while (length(line <- (scan(indata,skip=(i-1),nlines=1,what=character(),fill=TRUE, sep=","))) > 0){ typeflag <- as.integer(substr(line,flag_pos,flag_pos)) inline <- read.fwf(indata,skip=(i-1),n=1,widths=as.vector(unlist(dd_by_type[typeflag,3])) ) inline <- matrix(unlist(inline),nrow=1) write.table(inline,paste(file.path(indata),"_",typeflag,".csv",sep=""), row.name...

...ot;, ylab = "S", : increasing 'x' and 'y' values expected So it seems that I can't use a descending sequence for my perspective plot. Is that true? Is there a way to work around this? persp(x=Time, y=S, z=Price, xlab="Time", ylab="S", zlab=TypeFlag, ...) Essentially, what I'm trying to create is something that looks like this. http://www.insightful.com/products/finmetrics/opSensitivity1_lg.gif You can see how Time on the x-axis diminishes as it moves to the foreground corner. Thanks in advance. James

...t initial parameter estimates By the way, bs function actually based on the Black-sholes option pricing model. There is a specific function in Rmetrics, can I call the function in Rmetrics package? Something like this: bs<-function(s,x,t,a0,a1,a2,...){ v=exp(a0+a1*(x/s)+a2*(x/s)^2) GBSOption(TypeFlag=c("c"),S=s,X=x,Time=t,r=0,b=0,sigma=v)@price } When I use this one, it returns the error similar to the upper one. Please help me, many thanks. Ted -- View this message in context: http://www.nabble.com/error-in-function%3A-nls--%28urgent%29-tp20558499p20558499.html Sent from the R he...

...widl: Check that attributes are applicable for libraries, modules, dispinterfaces and coclasses and otherwise issue an error. widl: Output a warning if duplicate attributes are specified. widl: Add support for the broadcast and idempotent operation attributes. widl: Write out TYPEFLAG, FUNCFLAG and VARFLAG flags for all attribute we currently parse. widl: Add functions to print an error or warning message using location information to enable these to be printed accurately when a check is done after an element is parsed. widl: Add checking to arguments of non-local fu...