[R] optim function multi variables -newbie

[michalseneca]

Hi,
Basically what I am trying is to rewrite matlab code into R ...This is code
for famous SABR model Calibration.
I did most of the code up to optimalization issue.
In the attachment you can find matlab and my unfinished R code..This is very
helpful code...Basically I am trying to achieve the same results.


Thank you very much for your help..This might help me much with my thesis


Best regards 
Michal 


Michal http://r.789695.n4.nabble.com/file/n3242469/optimtest optimtest 
http://r.789695.n4.nabble.com/file/n3242469/Hagan_Figure_33.zip
Hagan_Figure_33.zip 
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