Displaying 20 results from an estimated 200 matches similar to: "Simple plot of IR and option prices"
2010 Dec 24
1
Help required: binomial option pricing using package
I'm using the CRRBinomialTreeOption function (in package "fOptions") with a
loop for pricing a large number of options. But I can't transfer the values
obtained from this function to a "numeric" matrix as the outcome of this
function is not a simple numeric.
The following is the piece of code:
# USING THE FUNCTION
library(fOptions)
2010 Nov 06
1
Extracting elements of a particular slot from S4 object
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 =
2010 Oct 06
0
multiple record types from a single file efficiently?
The current population survey march supplements contain records on
households, families and individuals, each with distinct record types all in
the same file. I'm trying to efficiently read these files,
the following function reads the data file "indata", the records are
described in lists contained in "dd_by_type" and flag_pos gives the
character position in the data
2007 Oct 31
2
reversing perspective plot axis
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
2008 Nov 18
2
error in function: nls (urgent)
Hi,all:
I am running a nonlinear regression and there is a problem.
There is a data frame: data
p s x t
1 875.0 12392.5 11600 0.06967213
2 615.0 12332.5 12000 0.06967213
3 595.0 12332.5 12000 0.06967213
4 592.5 12337.0 12000 0.06967213
5 650.0 12430.0 12000 0.06967213
6 715.0 12477.5 12000 0.06967213
.
.
.
.
str(data):
'data.frame': 234 obs. of 4 variables:
2007 Apr 18
0
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2007 Nov 25
0
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--~--~---------~--~----~------------~-------~--~----~
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2008 Oct 07
0
RBloomberg - Converting international stock prices into $US
To all:
I'm using RBloomberg to pull historical equity prices across a range of
international markets. Bloomberg defaults to returning stock prices to
R in local currency, for example,
blpGetData(conn, "ALUA AR Equity", "PX_LAST",start="09/30/08",
end="09/30/08")
returns a stock price in Argentine Peso's. If ones use the BLPH
function directly
2008 Feb 05
0
prices (where to store them and how)
trying to figure out the bet way to manage pricing in my app and
basically the database design.
It''s a language school that also offers host family accomodation.
They therefore have
Courses which have to have the following prices
fixed fees
----------
exam fee
reg fee
recurring fees
--------------
price_per_week (1 to 2 weeks)
price_per_week (3 to 4 weeks)
price_per_week (5 to 6
2010 Feb 12
0
Found some nice knives with great prices and free shipping
Hey, I found some fantastic looking knives with great prices and free shipping. The website is www.liangdianup.com and these LDU Company people have bayonet knives, folders, switchblades, out the front knives, butterfly knives, and a bunch more. The web address for all of the knives is http://www.liangdianup.com/knives_1.htm
I like the all black Extrema Ratio bayonet knife the best but I also like
2007 Apr 18
0
We have the most lowest and favorable prices join MHII.OB
I thought I was counselor that convinced me that an extremely guiltyIn its entirety, Straight kill at least 89 in BaghdadTwin attacks.
These exciting stocks right for your business!
It will assist you to feel the edge of market!!! No more doubts like ?and what if I lose my? money
?
MARSHAL HOLDINGS INC(MHII.OB) APPROVED share!!!
Exactly 300% of your success on markets of shares
Look at this
2003 Aug 06
2
FYI: G723.1 Licensing Prices
Licensing info for the G723.1 codec, direct from the holding company
that licenses the codec.
http://www.dspg.com/technology/LicensePricing.html
As you can see they want a LOT of money. This is why I doubt there will
ever be G.723.1 codec available fro Asterisk.
--
BTEL Consulting
850-484-4535 x2111 (Office)
504-595-3916 x2111 (Experimental)
877-552-0838 (Backup Phone)
2003 Sep 17
1
Prices for new channel banks, patch panels, cables etc.. etc..
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Hash: SHA1
Hi All,
I'm having a tough time trying to find prices from dealers in Canada for
some equipment.
I am trying to implement an Asterisk box into a small business using 24
FXS ports and 8 FXO ports. I need to find the pricing for all the
relevent equipment: cables, patch panels, channel bank chassis, cards
etc..etc..
I think I'm going to tie
2004 Aug 01
2
Cisco 7960 backlight update and prices.
Hi Guys
Sorry, I've been away for a few days.
As the backlight is an iterative process I thought I'd get some feedback before I move to the next stage:-
The colour of the backlight:-
I think blue would work best?
On/Off Status, I've put some thought into this and think the light should come on in the following circumstances:-
Phone Rings
Phone handset is picked up
Speaker
2004 Mar 11
0
DVD Case & CD Sleeve Prices (Updated)
We've updated our prices! Here is just a sample:
Black DVD Cases
-----------------------------------------------------------------------
$0.1952 Each for 25 DVD Cases
$0.1171 Each for 10,000 DVD Cases
White Paper CD Sleeves with 4" Window and Flap
-----------------------------------------------------------------------
$0.065 Each for 50 Sleeves
$0.017 Each for 20,000 Sleeves
*
2004 Dec 20
0
Every day software for different low prices
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The future is made of the same stuff as the present.
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Why order soft in boxes packages and so on ..more..it's time and money ...
just download it - it;s simple like 123
A
2005 Oct 06
0
...if you're looking for the lowest software prices on the web, you just found them!
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Man is a clever animal who behaves like an imbecile.
Moderation is a fatal thing. Nothing succeeds like excess.
The essence of intelligence is skill in extracting meaning
2005 Dec 06
0
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2005 May 29
0
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2006 Dec 10
1
using zoo for daily stock prices
Hi all,
Please forgive this newbie posting to the list for the first time if I
haven't followed proper procedure. I have read through many of the archives
and find them most useful in learning R.
I have ten years daily data (stock closing prices) which I read in zoo
format. I am having problems coding R to run a count of how many days in
each month have a price higher than the first day