BS-class: Black & Scholes

In ArnaudBu/esg2: Esg Based on a G2++ Model

Description

An S4 class to represent a Black & Scholes assets built upon G2 class

Usage

## S4 method for signature 'BS,missing'
plot(x, y)

## S4 method for signature 'BS'
print(x)

## S4 method for signature 'BS'
show(object)

Arguments

x	the BS object to plot
y	classical plot parameters. Useless here.
object	the BS object to show

Methods (by generic)

• plot: plot method for BS

• print: print method for BS

• show: show method for BS

Slots

g2model

G2. Trained and projected G2 model

s0

Numeric. Initial value of the asset.

vol

Numeric. Periodic volatility.

div

Numeric. Percentage of divividend each year.

rho

Numeric. Correlation with the rate model.

s

Matrix. Projection of the asset.

ArnaudBu/esg2 documentation built on Oct. 20, 2021, 10:01 a.m.