Josh,

I can't help you with your coding problem, but with another one ..
there is no single right way in finance and the best solution depends on the
environment. the used programming styles, languages,methodologies, etc. vary
between the houses as much as its personel does. Whatever works!

Cheers,
Ulrich

On Fri, Jun 18, 2010 at 7:52 AM, JOSH C. CHIEN <cchien@alumni.poly.edu>wrote:

>
> Hi R user,
> I'm translating VBA code to R code for work.
> Here is example,  I hope your guys can guide me how to program
> multi-dimension array, s price path, on tree structure.
>
> VBA Code
> Dim s() as double
> Dim v() as double
> ReDim s(0 To NoSteps, 0 To NoSteps)
> ReDim V(0 To NoSteps, 0 To NoSteps)
>
> I just know that one-dimension array can be created by calling numeric()
> and two-dim by calling matrix().
> But, more two-dim array, how to create ? ( ex. trinomial Tree, HJM,
> BGM...... )
> Is it right way to code on programing in finance ?
> thanks a lot.
>
> Sincerely,
> Josh
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>
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-- 
Kind regards,
Ulrich B. Staudinger

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