Description Usage Arguments Value See Also Examples

View source: R/get_underlying.R

Computes the European call option and the inverse. All vectors with length greater than one needs to have the same length.

1 2 3 | ```
BS_call(V, D, T., r, vol)
get_underlying(S, D, T., r, vol, tol = 1e-12)
``` |

`V` |
numeric vector or scalar with price of the underlying asset. |

`D` |
numeric vector or scalar with debt due in |

`T.` |
numeric vector or scalar with time to maturity. |

`r` |
numeric vector or scalar with risk free rates. |

`vol` |
numeric vector or scalar with volatilities, |

`S` |
numeric vector with observed stock prices. |

`tol` |
numeric scalar with tolerance to |

Numeric vector or scalar with price of the underlying asset or equity price.

1 2 3 4 5 6 7 8 9 |

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