EuroCall_ZC_PriceDistribution: EuroCall_ZC_PriceDistribution method

EuroCall_ZC_PriceDistributionR Documentation

EuroCall_ZC_PriceDistribution method

Description

Get a distribution for EuroCall ZC price.

Arguments

t

Date of pricing (has to be an integer)

T

Date of maturity

s

Date of maturity for the underlying

Strike

Strike of the option


ESG documentation built on Aug. 29, 2023, 5:08 p.m.