as.OptPos: Coerce an argument to 'OptPos' class.

Description Usage Arguments Value Author(s) Examples

View source: R/QFRM.R

Description

Coerce an argument to OptPos class.

Usage

1
as.OptPos(o = Opt(), Pos = c("Long", "Short"), Prem = 0)

Arguments

o

A Opt or OptPx object

Pos

Specify position direction in your portfolio. Long indicates that you own security (it's an asset). Short that you shorted (short sold) security (it's a liability).

Prem

Option premium, i.e. cost of an option purchased or to be purchased.

Value

An object of class OptPos.

Author(s)

Oleg Melnikov

Examples

1

QFRM documentation built on May 2, 2019, 8:26 a.m.