[R-SIG-Finance] GBSVolatility not working on vectors?

Joachim Breit jbreit at nexgo.de
Thu Sep 25 14:32:21 CEST 2014


Cool, that works.
I'm a beginner (since a decade or so :-)
Did not know Vectorize()

Thank you so much!

Am 25.09.2014 14:17, schrieb Shivam:
>> dtemp$iva  <- Vectorize(GBSVolatility)(price = dtemp$ask, TypeFlag = dtemp$cp,
> S = dtemp$c , X = dtemp$strike, Time = dtemp$ntd / 253.8,
> r = pmax(dtemp$rb, 0), b = pmax(dtemp$rb, 0))



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