RQuantLib:SET_VECTOR_ELT()只能应用于'列表',而不能应用于'符号'

时间:2012-08-08 08:14:12

标签: c++ r

尝试从'RQuantLib'包中运行以下示例代码...

require(RQuantLib)

HullWhite <- list(term = 0.055, alpha = 0.03, sigma = 0.01,
                  gridIntervals = 40)

Price <- rep(as.double(100),24)
Type <- rep(as.character("C"), 24)
Date <- seq(as.Date("2006-09-15"), by = '3 months', length = 24)
callSch <- data.frame(Price, Type, Date)
callSch$Type <- as.character(callSch$Type)

bondparams <- list(faceAmount=100, issueDate = as.Date("2004-09-16"),
                   maturityDate=as.Date("2012-09-16"), redemption=100,
                   callSch = callSch)
dateparams <- list(settlementDays=3, calendar="us",
                   dayCounter = "ActualActual",
                   period="Quarterly",
                   businessDayConvention = "Unadjusted",
                   terminationDateConvention= "Unadjusted")
coupon <- c(0.0465)

CallableBond(bondparams, HullWhite, coupon, dateparams)

...我收到以下错误:

SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'

在互联网上徘徊,我发现类似于我的问题的东西已经通过更新包解决了。我尝试了相同但没有结果;我也在三台不同的电脑上试过它:(

两周前,相同的代码正常运行。 关于在此期间发生了什么变化的任何想法?

谢谢:)

0 个答案:

没有答案