Profit: Computes payout/profit values
In QFRM: Pricing of Vanilla and Exotic Option Contracts
Description
Usage
Arguments
Value
Author(s)
Examples
Description
Computes payout/profit values
Usage
1
Arguments
o
An object of class Opt*
S
A (optional) vector or value of stock price(s) (double) at which to compute profits
Value
A numeric matrix of size [length(S), 2]. Columns: stock prices, corresponding option profits
Author(s)
Oleg Melnikov, Department of Statistics, Rice University, Spring 2015
Examples
1
2
QFRM documentation built on May 2, 2019, 8:26 a.m.
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Description Usage Arguments Value Author(s) Examples
Description
Computes payout/profit values
Usage
1 |
Arguments
o |
An object of class |
S |
A (optional) vector or value of stock price(s) (double) at which to compute profits |
Value
A numeric matrix of size [length(S), 2]. Columns: stock prices, corresponding option profits
Author(s)
Oleg Melnikov, Department of Statistics, Rice University, Spring 2015
Examples
1 2 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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