Re: [R] Help required: binomial option pricing using package

2010-12-25 Thread Tal Galili
Hi Sonal, The example you gave is not reproducible since we don't have "data" as you do. However, here is an example of how to access the object you are after: tmp <- CRRBinomialTreeOption(TypeFlag = "pa", S = 50, X = 50, Time = 5/12, r = 0.1, b = 0.1, sigma = 0.4, n = 5) t...@price Cheers

[R] Help required: binomial option pricing using package

2010-12-23 Thread sonal
I'm using the CRRBinomialTreeOption function (in package "fOptions") with a loop for pricing a large number of options. But I can't transfer the values obtained from this function to a "numeric" matrix as the outcome of this function is not a simple numeric. The following is the piece of code: #