[R-SIG-Finance] Option pricing, basic question

[thp]

Hello Frank / all,

the getSymbols() code written down before in relation to my option 
pricing question (see citation below)
somehow did not work with me. I got

     library(quantmod)


Version 0.4-0 included new data defaults. See ?getSymbols.
Warning messages:
1: package .quantmod. was built under R version 2.14.2
2: package .Defaults. was built under R version 2.14.2


     getSymbols('DGS3MO', verbose=TRUE,src='FRED')


     As of 0.4-0, .getSymbols. uses env=parent.frame() and
  auto.assign=TRUE by default.

   ...

trying URL 
'http://research.stlouisfed.org/fred2/series/DGS3MO/downloaddata/DGS3MO.csv'
Error in download.file(paste(FRED.URL, "/", Symbols[[i]], "/", 
"downloaddata/",  :
   cannot open URL 
'http://research.stlouisfed.org/fred2/series/DGS3MO/downloaddata/DGS3MO.csv'


This is even though I could download the data at the specified url 
manually.

~Tom

On 2016-06-09 15:42, Frank wrote:
> I use the 3-month constant maturity Treasury bill rate from FRED 
> (Federal
> Reserve Economic ??Database??) for the risk-free rate. For options with
> substantially more than 3 months until expiration, I think it makes 
> sense to
> use a maturity that best matches the option. The R code I use is:
> 
> library(quantmod)
> library(chron)
> 
> 
> ##
> ## Get DGS3MO Treasury yield from FRED
> ##
> 
> getSymbols('DGS3MO',src='FRED')
> DGS3MO<-na.locf(DGS3MO/100.0,na.rm = TRUE)
> tail(DGS3MO)
> file_name <- "DGS3MO.csv"
> write.zoo(DGS3MO, file = file_name, append = FALSE, quote = TRUE, sep = 
> ",")
> quit()
> 
> I run this text from a batch file in Windows 7 Pro 64-bit. The text in 
> the
> batch file is:
> 
> REM on Microsoft Windows (adjust the path to R.exe as needed)
> DEL *DGS3MO.csv
> 
> "C:\Program Files\R\R-3.2.2\bin\x64\R.exe" CMD BATCH
> "C:\Users\Frank\Documents\R\Projects\DGS3MO\DGS3MO.txt"
> "C:\Users\Frank\Documents\R\Projects\DGS3MO\DGS3MO.out"
> COPY DGS3MO.BAT DGS3MO.BAK
> COPY DGS3MO.TXT DGS3MO.TXT.BAK
> REM PAUSE
> ...