AmericanOption-class: A standard option contract allowing for _early_ exercise at...
In brianboonstra/ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes
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.
brianboonstra/ragtop documentation built on March 7, 2020, 2:23 p.m.
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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.
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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