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Update putEpps.R

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François Pelletier 2014-02-14 14:59:52 -05:00
parent 72d149832c
commit 61bf3d4ba6
1 changed files with 2 additions and 2 deletions
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4
R/putEpps.R
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@ -34,5 +34,5 @@ putEpps <- function(char.fn,strikeprice,eval.time,expiry.time,rate,...,int.bound
strikeprice *
(.5 - integrate(zhi,int.bounds[1],int.bounds[2],strikeprice,eval.time,expiry.time,rate,...)$value / (2*pi))
}
mclapply(as.vector(strikeprice),integrate.K,zhi,int.bounds,eval.time,expiry.time,rate,...)
}
mclapply(as.list(strikeprice),integrate.K,zhi,int.bounds,eval.time,expiry.time,rate,...)
}