Nothing
reversestrangle <-
function(){
my.draw <- function(panel)
{
with(panel, {
ymin = k1 - maxprice
ymax = (c1 + p1)
plot(c(minprice,k1,k2,maxprice),c(0,0,0,0),
xlab = "Stock price",
ylab = "Profit",type='l',ylim=c(ymin,ymax))
drawprofits(panel)
title(paste("Reverse Strangle with call and put"))
})
panel
}
drawprofits<-function(object) {
with(object,{
if (shortput){
S = c(minprice,k1,k2,maxprice)
profits1<- -pmax(k1-S,0)+p1
lines(S,profits1,type='l',col="blue", lwd=2)
}
if (shortcall){
S = c(minprice,k1,k2,maxprice)
profits2<- -pmax(S-k2,0)+c1
lines(S,profits2,type='l',col="red", lwd=2)
}
if (profit){
if((!shortput) | (!shortcall)){
rp.messagebox("Check the both Short Put and Short Call checkboxes to see profit graph.", title = "Insufficient Information")
}
else{
S = c(minprice,k1,k2,maxprice)
profits<- profits1+profits2
lines(S,profits,type='l',col="black",lwd=2)
}
}
})
object
}
my.redraw <- function(panel)
{
rp.tkrreplot(panel, tkrp)
panel
}
my.panel <- rp.control(title="Reverse Strangle with call and put", k1= 80, k2 = 120, maxprice=200, minprice=0,p1=10,c1=12,shortput=FALSE,shortcall=FALSE,profit=FALSE)
rp.tkrplot(panel=my.panel , name=tkrp, plotfun=my.draw, pos="right",hscale=2,vscale=2)
rp.checkbox(my.panel,variable=shortput, action = my.redraw, title = "Short Put")
rp.checkbox(my.panel,variable=shortcall, action = my.redraw, title = "Short Call")
rp.checkbox(my.panel,variable=profit, action = my.redraw, title = "Profit")
}
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