GBSVolatility not working on vectors?
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))