From 61bf3d4ba67f3fdf229c71322b54d3a7f857ffb8 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?Fran=C3=A7ois=20Pelletier?= Date: Fri, 14 Feb 2014 14:59:52 -0500 Subject: [PATCH] Update putEpps.R --- R/putEpps.R | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/R/putEpps.R b/R/putEpps.R index 5ae6c8d..b340075 100644 --- a/R/putEpps.R +++ b/R/putEpps.R @@ -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,...) -} \ No newline at end of file + mclapply(as.list(strikeprice),integrate.K,zhi,int.bounds,eval.time,expiry.time,rate,...) +}