price: Extracting price from the pricing functions outputs

In LSMonteCarlo: American options pricing with Least Squares Monte Carlo method

Description

The function is nothing else, but the object$price action, with the object returned by the pricing functions in the package.

Usage

price(x)

Arguments

x	Object returned by the pricing functions in the package

Value

The function returns the price as a single number (class "numeric").

See Also

Functions: AmerPutLSM, AmerPutLSM_AV, AmerPutLSM_CV, AsianAmerPutLSM, QuantoAmerPutLSM, and QuantoAmerPutLSM_AV.

Examples

put<-AmerPutLSM()
price(put)
put$price

Example output

Loading required package: mvtnorm
Loading required package: fBasics
Loading required package: timeDate
Loading required package: timeSeries
[1] 0.1148663
[1] 0.1148663

LSMonteCarlo documentation built on May 2, 2019, 8:55 a.m.