Description Usage Arguments Value Examples
Creates a 3D Plot of an Option Parameter plotted over time
1 2 3 4 5 6 7 | visualize(type = "call", parameter = "premium", s = 100, si = 100,
x1 = 90, x2 = 95, x3 = 105, x4 = 110, v1 = 0.2, v2 = v1,
v3 = v1, v4 = v1, ti = 45/365, r = 0.02, d = 0, ls = 1,
low = 75, high = 125, e1 = (0), e2 = (5/365), e3 = (10/365),
e4 = (15/365), e5 = (20/365), e6 = (25/365), e7 = (30/365),
e8 = (35/365), e9 = (40/365), e10 = (45/365), c1 = 1, c2 = 1,
c3 = 1, c4 = 1)
|
type |
Character String: "call" or "put" |
parameter |
Character String: "premium", "delta", "gamma", "vega", "theta", "rho" |
s |
Underlying Asset Price |
si |
Initial Price of the underlying asset |
x1 |
Option 1 Strike |
x2 |
Option 2 Strike |
x3 |
Option 3 Strike |
x4 |
Option 4 Strike |
v1 |
Option 1 Volatility |
v2 |
Option 2 Volatility |
v3 |
Option 3 Volatility |
v4 |
Option 4 Volatility |
ti |
Initial time to maturity in years |
r |
Annualized continuously compounded risk-free rate |
d |
Annualized continuously compounded dividend yield |
ls |
Numerical either 1 or -1 |
low |
Lower Limit for the price range |
high |
Upper Limit for the price range |
e1 |
Expiration in years, set to 0 |
e2 |
Expiration in years, set to 5/365 |
e3 |
Expiration in years, set to 10/365 |
e4 |
Expiration in years, set to 15/365 |
e5 |
Expiration in years, set to 20/365 |
e6 |
Expiration in years, set to 25/365 |
e7 |
Expiration in years, set to 30/365 |
e8 |
Expiration in years, set to 35/365 |
e9 |
Expiration in years, set to 40/365 |
e10 |
Expiration in years, set to 45/365 |
c1 |
Option 1, Number of Contracts |
c2 |
Option 2, Number of Contracts |
c3 |
Option 3, Number of Contracts |
c4 |
Option 4, Number of Contracts |
Plots a 3d Graph in the Viewer tab
1 2 3 4 5 |
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