I am trying to use DiscountCurve(params, tsQuotes, times) from RQuantlib But I get the error
Term structure quotes must be a non-empty list I trace the problem to TsQuotes where this input argument is not being interpreted as an R list It seems the code tsQuotes= r.list(d1w= 0.0382, d1m =0.0372, s3y=.0398) fails to be a list because every list value is numeric > print r.is_list(tsQuotes) False But just adding a string item tsQuotes= r.list(d1w= 0.0382, d1m =0.0372, s3y=.0398, a='a') succeeds > print r.is_list(tsQuotes) True But DiscountCurve needs all numerics Is the 'list' conversion a RPY bug? ------------------------------------------------------------------------------ Crystal Reports - New Free Runtime and 30 Day Trial Check out the new simplified licensing option that enables unlimited royalty-free distribution of the report engine for externally facing server and web deployment. http://p.sf.net/sfu/businessobjects _______________________________________________ rpy-list mailing list rpy-list@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/rpy-list
