I have a program where the following code works fine:

df.opt$Delta <- apply(df.opt, 1, function(x)
EuropeanOption(x["CallPutString"], x["UnderlyingPrice"],
x["StrikePrice"], 0, interest.rate, x["FractionalExpiration"],
x["Vol"])[[2]])

However, the code below fails:

#df.opt$Delta <- apply(df.opt, 1, function(x)
EuropeanOption(x$CallPutString, #x["UnderlyingPrice"],
x["StrikePrice"], 0, interest.rate, x["FractionalExpiration"],
#x["Vol"])[[2]])

Here df.opt is a data frame and European Option is a function in the
package RQuantLib.
The only difference between the two pieces of code is that a column of
the data frame is accessed using "$" in the first case and brackets in
the second case.

Sorry if this is a trivial question, but could somebody tell me the
reason for this behavior?

FS

______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

Reply via email to