[R] RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'

[Enrico Schumann]

Am 08.08.2012 09:54, schrieb Cren:
> # Hi all,
> # trying to run the following example code
> # from 'RQuantLib' package...
>
> HullWhite <- list(term = 0.055, alpha = 0.03, sigma = 0.01,
>                    gridIntervals = 40)
>
> Price <- rep(as.double(100),24)
> Type <- rep(as.character("C"), 24)
> Date <- seq(as.Date("2006-09-15"), by = '3 months', length = 24)
> callSch <- data.frame(Price, Type, Date)
> callSch$Type <- as.character(callSch$Type)
>
> bondparams <- list(faceAmount=100, issueDate = as.Date("2004-09-16"),
>                     maturityDate=as.Date("2012-09-16"), redemption=100,
>                     callSch = callSch)
> dateparams <- list(settlementDays=3, calendar="us",
>                     dayCounter = "ActualActual",
>                     period="Quarterly",
>                     businessDayConvention = "Unadjusted",
>                     terminationDateConvention= "Unadjusted")
> coupon <- c(0.0465)
>
> CallableBond(bondparams, HullWhite, coupon, dateparams)
>
 > # ...I get the following error:
 > # --->     SET_VECTOR_ELT() can only be applied to a 'list', not a
 > 'symbol'


I cannot reproduce this error. I get

Concise summary of valuation for CallableBond
  Net present value :  64.73968
        clean price :  64.003
        dirty price :  64.74
     accrued coupon :  0.73689
              yield :  9.2989
         cash flows :
        Date   Amount
  2004-12-16   1.1561
  2005-03-16   1.1460
  2005-06-16   1.1721
  2005-09-16   1.1721
##...

 > sessionInfo()
R version 2.15.1 (2012-06-22)
Platform: x86_64-pc-mingw32/x64 (64-bit)

locale:
[1] LC_COLLATE=German_Germany.1252  LC_CTYPE=German_Germany.1252
[3] LC_MONETARY=German_Germany.1252 LC_NUMERIC=C
[5] LC_TIME=German_Germany.1252

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] RQuantLib_0.3.8 Rcpp_0.9.13



Regards,
Enrico