[R] Calibrating the risk free interest rate using nlminb

Newbie lille_knold at hotmail.com
Tue Aug 16 18:24:55 CEST 2011


I used:
marketdata <- read.csv(file="S&P 500 calls, jan-jun 2010.csv", header=TRUE,
sep=";")
after changing my directory to where the file is saved. 
The data imported should be correct. 
The spot is equal to S0, I typed it double in the post, sorry for that. 
So S0 = 1136.03 is the spot

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