profit.factor:

Usage Arguments Examples

Usage

1
profit.factor(strat, ptc, s1, def, price)

Arguments

strat
ptc
s1
def
price

Examples

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##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (strat, ptc, s1, def, price) 
{
    if (strat == "call") {
        if (price <= s1) {
            prft = def
        }
        else {
            prft = def * (1 + ptc * (price/s1 - 1))
        }
    }
    if (strat == "put") {
        if (price >= s1) {
            prft = def
        }
        else {
            prft = def * (1 - ptc * (price/s1 - 1))
        }
    }
    return(prft)
  }

apxu-devil/OptionsStaff documentation built on May 10, 2019, 12:44 p.m.