[R] RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'

Cren oscar.soppelsa at bancaakros.it
Wed Aug 8 09:54:49 CEST 2012


# Hi all,
# trying to run the following example code
# from 'RQuantLib' package...

HullWhite <- list(term = 0.055, alpha = 0.03, sigma = 0.01,
                  gridIntervals = 40)

Price <- rep(as.double(100),24)
Type <- rep(as.character("C"), 24)
Date <- seq(as.Date("2006-09-15"), by = '3 months', length = 24)
callSch <- data.frame(Price, Type, Date)
callSch$Type <- as.character(callSch$Type)

bondparams <- list(faceAmount=100, issueDate = as.Date("2004-09-16"),
                   maturityDate=as.Date("2012-09-16"), redemption=100,
                   callSch = callSch)
dateparams <- list(settlementDays=3, calendar="us", 
                   dayCounter = "ActualActual", 
                   period="Quarterly", 
                   businessDayConvention = "Unadjusted", 
                   terminationDateConvention= "Unadjusted")
coupon <- c(0.0465)

CallableBond(bondparams, HullWhite, coupon, dateparams)

# ...I get the following error:
# --->     SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'    
<---

# Wandering through Internet, I found something similar to my
# issue which has been solved by updating packages.
# I tried the same but no results :(

# Two weeks ago the same code worked properly.
# Any idea about what changed in the meantime?

# Thanks :)





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