Nothing
strap <-
function(){
my.draw <- function(panel)
{
with(panel, {
ymax = k1 - minprice
ymin = -(2*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("Strap"))
})
panel
}
drawprofits<-function(object) {
with(object,{
if (longput){
S = c(minprice,k1,k2,maxprice)
profits1<- (pmax(k1-S,0)-p1)
lines(S,profits1,type='l',col="blue", lwd=2)
}
if (longcalls){
S = c(minprice,k1,k2,maxprice)
profits2<- 2*(pmax(S-k2,0)-c1)
lines(S,profits2,type='l',col="red", lwd=2)
}
if (profit){
if((!longput) | (!longcalls)){
rp.messagebox("Check the both Long Put and Long 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="Strap", k1= 100, k2 = 100, maxprice=200, minprice=0,p1=10,c1=12,longput=FALSE,longcall=FALSE,profit=FALSE)
rp.checkbox(my.panel,variable=longcalls, action = my.redraw, title = "Two Long Calls")
rp.checkbox(my.panel,variable=longput, action = my.redraw, title = "Long Put")
rp.checkbox(my.panel,variable=profit, action = my.redraw, title = "Profit")
rp.tkrplot(panel=my.panel , name=tkrp, plotfun=my.draw, pos="right",hscale=2,vscale=2)
}
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