# The option values are different from two r package - foptions,rquantlib

The results are very different.I know the code from quantlib and the result of quantlib seem right(close to market price). Is there anyone know why the value from fOptions is so large or fOptions used different approach? Thank you

  library(fOptions)
library(RQuantLib)

TypeFlag<-"c"
S<-530.32
X<-550
Time<-283/365
r<-0.000703
b<-0.05
sigma<-0.2442

fOptions.BAW<-BAWAmericanApproxOption(TypeFlag, S, X, Time, r, b, sigma,
title = NULL, description = NULL)
quantlib.BAW<-AmericanOption("call", S, X,
b, r, Time, sigma,