namespace locked for RQuantLib

Question

Running this on RStudio/Windows. The last line fails with:

Error in registerNames(names, package, ".global", add) : The namespace for package "RQuantLib" is locked; no changes in the global variables list may be made.

library(RQuantLib)

myStrike <- 1240
myPrice <- 1410

volVec <- c(0.1, 0.2, 0.3, 0.4, 0.5)
priceVec <- c(1500,1400,1300,1200,1100)
myType <- "put"
rfRate <- 0.02
maturity <- 360/360
vol <- 0.3


EO = EuropeanOption(type = myType,price = myPrice,strike = myStrike, dividendYield = 0,riskFreeRate = rfRate, maturity = maturity,volatility = vol )
EOres = EuropeanOptionArrays(type = myType,price = priceVec,strike = myStrike, dividendYield = 0,riskFreeRate = rfRate, maturity = maturity,volatility = volVec )
summary(EO)
plotOptionSurface(EOres)

Answer 1

Thanks for asking this question, and apologies for missing it for a few days. An issue ticket at GitHub would have been ok too.

The code you post (and possibly quoted from old documentation of mine...) is buggy. The second argument to both EuropeanOption() and EuropeanOptionArrays() is now underlying, not price. So we make this

library(RQuantLib)

myStrike <- 1240
myPrice <- 1410

volVec <- c(0.1, 0.2, 0.3, 0.4, 0.5)
priceVec <- c(1500,1400,1300,1200,1100)
myType <- "put"
rfRate <- 0.02
maturity <- 360/360
vol <- 0.3


EO <- EuropeanOption(type = myType, underlying = myPrice,strike = myStrike,
                     dividendYield = 0, riskFreeRate = rfRate, maturity = maturity,
                     volatility = vol )
EOres <- EuropeanOptionArrays(type = myType, underlying = priceVec,strike = myStrike, 
                              dividendYield = 0,riskFreeRate = rfRate, maturity = maturity,
                              volatility = volVec )
summary(EO)
plotOptionSurface(EOres)

Next, in the function plotOptionSurface() we need to comment out the call to globalVariables(), this can no longer be in a function body. So make it eg

pos <- function(EOres, ylabel="", xlabel="", zlabel="", fov=60) {
    if (requireNamespace("rgl", quietly=TRUE)) {
        #utils::globalVariables(c("clear3d", "bg3d", "ligh3d", "rgl.viewpoint", "rgl.surface", "tgl.texts"))
        axis.col <- "black"
        text.col <- axis.col
        ylab <- ylabel
        xlab <- xlabel
        zlab <- zlabel
        y <- EOres

        ## clear scene:
        rgl::clear3d()
        rgl::clear3d(type="bbox")
        rgl::clear3d(type="lights")

        ## setup env:
        rgl::bg3d(color="#DDDDDD")
        rgl::light3d()

        rgl::rgl.viewpoint(fov=fov)

        x <- 1:nrow(y)
        z <- 1:ncol(y)
        x <- (x-min(x))/(max(x)-min(x))
        y <- (y-min(y))/(max(y)-min(y))
        z <- (z-min(z))/(max(z)-min(z))
        rgl::rgl.surface(x, z, y, alpha=0.6, lit=TRUE, color="blue")
        rgl::rgl.lines(c(0,1), c(0,0), c(0,0), col=axis.col)
        rgl::rgl.lines(c(0,0), c(0,1), c(0,0), col=axis.col)
        rgl::rgl.lines(c(0,0),c(0,0), c(0,1), col=axis.col)
        rgl::rgl.texts(1,0,0, xlab, adj=1, col=text.col)
        rgl::rgl.texts(0,1,0, ylab, adj=1, col=text.col)
        rgl::rgl.texts(0,0,1, zlab, adj=1, col=text.col)

        ## add grid (credit's to John Fox scatter3d)
        xgridind <- round(seq(1, nrow(y), length=25))
        zgridind <- round(seq(1, ncol(y), length=25))
        rgl::rgl.surface(x[xgridind], z[zgridind], y[xgridind,zgridind],
                         color="darkgray", alpha=0.5, lit=TRUE,
                         front="lines", back="lines")

        ## animate (credit to rgl.viewpoint() example)
        start <- proc.time()[3]
        while ((i <- 36*(proc.time()[3]-start)) < 360) {
            rgl::rgl.viewpoint(i,i/8);
        }
    } else {
        message("Please install the 'rgl' package before using this function.")
    }
}

Now we can call with element of the result list, eg

pos(EOres[[1]])  # value

and ditto for the others.