Nothing
tabItem(tabName = "hedging",
fluidRow(
column(12,
h3("Here you can manage the risk of a portfolio composed of options and the underlying asset.",class = "hTitle"),
h4("The evolution of the underlying asset is simulated by the models you estimated in the Modeling section.", br(),
"After performing the simulation, click on the Show P&L button in the Profit&Loss tab and customize your portfolio.",br(),
"The Profit&Loss distribution of your portfolio will be displayed (it includes transaction costs that you can customize)."),
hr(class = "hrHeader")
)
),
fluidRow(column(12,bsAlert("hedging_alert"))),
tabsetPanel(id = "panel_hedging", type = "tabs",
tabPanel(title = "Start simulations",
fluidRow(column(12, br(),
h4("Click on the model in order to simulate the evolution of the underlying asset"),
DT::dataTableOutput("hedging_databaseModels")
)
),
br(),
fluidRow(column(12,div(align="center",
br(),
fluidRow(
column(3,selectInput("hedging_type", label="Option Type:", c(Call="call", Put="put"))),
column(3,uiOutput("hedging_strike")),
column(3,dateInput("hedging_maturity", label="Maturity:", value = Sys.Date()+30)),
column(3,numericInput("hedging_optMarketPrice", label="Option Market Price:", value=NA, min = 0))
),
fluidRow(
column(3),
column(3,uiOutput("hedging_assMarketPrice")),
column(3,numericInput("hedging_lotMult", label="Number of Options per Lot:", value=1, min = 1)),
column(3)
),
fluidRow(
column(4),
column(4,numericInput("hedging_nSim", label="Number of Simulations", value=1000, min = 1)),
column(4)
),
fluidRow(
column(4),
column(4, actionButton("hedging_button_startComputation", label = "Start Computation", width = "50%"))
)
)))
),
tabPanel(title = "Profit&Loss",
bsModal(id="hedging_commissionPlan", trigger = "hedging_button_show", title = "Profit & Loss", size = "large",
div(id="hedging_body",align="center",
fluidRow(
column(3),
column(6, uiOutput("hedging_modal_id")),
column(3, uiOutput("hedging_modal_id_hidden"))
),
fluidRow(
column(3),
column(3,uiOutput("hedging_nOptLot_hedge")),
column(3,uiOutput("hedging_nAss_hedge"))
),
fluidRow(
column(9, plotOutput("hedging_plot_distribution")),
column(3,
sliderInput("hedging_slider_nBin", label = "Adjust bin width", min=1, max=100, value = 30, step = 1, ticks = FALSE),
br(),
sliderInput("hedging_slider_rangeHist", label = "Quantiles (%)", min = 0, max = 100, value = c(5,95), ticks = FALSE, step = 0.01),
uiOutput("hedging_quantiles_text"),
br(),br(),
uiOutput("hedging_capital_text"),
br(),br(),
actionButton("hedging_button_saveHedging", "Save Changes", width = "80%")
)
),
br(),
box(title = p("Modify Option", style="color:black; font-weight: bold;"),collapsible = TRUE, collapsed = FALSE, width = 12,
fluidRow(
column(4,uiOutput("hedging_type2")),
column(4,uiOutput("hedging_strike2")),
column(4,uiOutput("hedging_optMarketPrice2"))
)
),
box(title = p("Trading Costs", style="color:black; font-weight: bold;"),collapsible = TRUE, collapsed = FALSE, width = 12,
fluidRow(
column(3,br(),numericInput("hedging_percCostAss", label="Asset: Trading cost (%):", value=0.19, min = 0)),
column(3,br(),numericInput("hedging_minCostAss", label="Asset: Min trading cost:", value=2.95, min = 0)),
column(3,numericInput("hedging_rateShort", label="Asset: Yearly interest rate short position (%):", value=4.95, min = 0)),
column(3,numericInput("hedging_lotCostOpt", label="Option: Trading cost per lot:", value=5.95, min = 0))
)
)
)
),
fluidRow(column(12,br(),
DT::dataTableOutput("hedging_table_results")
)),
br(),
fluidRow(
column(2,actionButton(inputId = "hedging_button_show", label = "Show P&L")),
column(6),
column(2,actionButton(inputId = "hedging_button_delete", label = "Delete")),
column(2,actionButton(inputId = "hedging_button_deleteAll", label = "Delete All"))
)
)
)
)
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