AmericanOption-class: A standard option contract allowing for _early_ exercise at...
In ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes
AmericanOption-class R Documentation
A standard option contract allowing for early exercise at the choice of the option holder
Description
A standard option contract allowing for early exercise at the choice of the option holder
Methods
optionality_fcn(v, ...)Return a version of v at time t corrected for any optionality conditions.
recovery_fcn(v, S, t, ...)Return recovery value, given non-default values v at time t. Subclasses may be more elaborate, this method simply returns 0.0.
ragtop documentation built on June 20, 2026, 5:06 p.m.
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| AmericanOption-class | R Documentation |
A standard option contract allowing for early exercise at the choice of the option holder
Description
A standard option contract allowing for early exercise at the choice of the option holder
Methods
optionality_fcn(v, ...)Return a version of
vat timetcorrected for any optionality conditions.recovery_fcn(v, S, t, ...)Return recovery value, given non-default values
vat timet. Subclasses may be more elaborate, this method simply returns 0.0.
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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