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))
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