GBSVolatility not working on vectors?

Hi Joachim,

Somehow I am not able to replicate your data in my workspace. But I
would like to suggest you to try the below:

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))

Hope it helps.

Regards,
Shivam

*Victoria Concordia Crescit*