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Jan
31
awarded  Yearling
Jan
2
revised AmericanOptionImpliedVolatility - root not bracketed issue in QuantLib/R
added 6 characters in body
Jan
2
answered AmericanOptionImpliedVolatility - root not bracketed issue in QuantLib/R
Dec
28
answered Is there a website that lists replication code of financial papers?
Nov
18
awarded  Revival
Nov
18
answered The option values are different from two r package - foptions,rquantlib
Nov
18
comment The option values are different from two r package - foptions,rquantlib
No, that is in-line with the documentation and moves the price for me from 29.82 to 29.91.
Oct
6
answered Why does it take so many lines of code to price even the simplest of options with QuantLib
Sep
23
comment Binary Option valuation problem in R using RQuantLib; also result validation aspect
@BAR: Sure. This isn't the only venue for RQuantLib questions. But next time we have one here we can now close and point to this one.
Sep
23
answered Binary Option valuation problem in R using RQuantLib; also result validation aspect
Aug
29
comment Shrinkage Estimator giving unrealistic portfolio variances
I'm voting to close this question as off-topic because asking for code does not constitute a proper question
Aug
26
awarded  Good Answer
Aug
18
comment Change periodicity on Rblpapi
My pleasure. We also get a lot of use out of it, and your report will make the documentation better. And please feel free to upvote or accept the answer.
Aug
18
revised Change periodicity on Rblpapi
added 32 characters in body
Aug
18
revised Change periodicity on Rblpapi
added 768 characters in body
Aug
18
comment Change periodicity on Rblpapi
Indeed. Nice catch.
Aug
18
awarded  Explainer
Aug
18
answered Change periodicity on Rblpapi
Aug
18
comment Change periodicity on Rblpapi
I can replicate the error, must I have no idea what is wrong. Something in the returned information needs to be parsed differently. I have only had use for daily data so far...
Aug
18
revised Change periodicity on Rblpapi
Correct spelling of Eddelbuettel and Laing names