treeDetails: European Option Pricing Details
In m4fe: Models for Financial Economics
Description
Usage
Arguments
Details
Examples
Description
Returns a tree structure with the D (Delta: amount of shares to buy), B (lend: borrowing amount), S (stock price), C (option value) at each node
Usage
1
treeDetails(n = 2, call = TRUE)
Arguments
n
the number of periods
call
TRUE if call option, FALSE if put option
Details
Uses a list structure to store the data. If n is large, the object is very large and takes up a lot of memory
Examples
1
treeDetails(n=10, call=TRUE)
m4fe documentation built on May 29, 2017, 9:40 p.m.
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Description Usage Arguments Details Examples
Description
Returns a tree structure with the D (Delta: amount of shares to buy), B (lend: borrowing amount), S (stock price), C (option value) at each node
Usage
1 | treeDetails(n = 2, call = TRUE)
|
Arguments
n |
the number of periods |
call |
TRUE if call option, FALSE if put option |
Details
Uses a list structure to store the data. If n is large, the object is very large and takes up a lot of memory
Examples
1 | treeDetails(n=10, call=TRUE)
|
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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