[R] RQuantlib - Convertible Bond Pricing

Hi everyone, I’m working on my Master’s Degree thesis about the pricing of C.B. trying to do that with “R”. I read the paper “RQuantLib: Interfacing QuantLib from R” and now I’m matching several market price (taken from Bloomberg or Deutsche Bank database) with “R” output. Could you help me to unde

Re: [R] for ( i in 23:0 ) { V <- vector [ 1 : i ] }

Thank you very much Rui. I was in hurry because I'm working in a bank and on my master's degree thesys at the same time. I know Matlab, but they want I use R to price a convertible bond (I can't get why...). I read "An introduction to R" the last week-end and now I feel more confortable. This is an

[R] for ( i in 23:0 ) { V <- vector [ 1 : i ] }

I'm used to run that on Matlab >> for indice=1:23, V=vector(1:indice) end that give me 23 vectors as output. Why the same command on R " for ( i in 23:0 ) { V <- vector [ 1 : i ] } " returns one only vector? How can I obtain the 23 vectors that I need ? Thank you. -- View this message