InTheMoneyCall: Is a call option in the money?
In grfiv/ustreasuries: Treasury Data Download, Fixed-Income Models and Derivative Analyses
Description
Usage
Arguments
Value
Author(s)
Examples
View source: R/BSM_utilities.R
Description
Is the current market price of the asset above the strike price of the call?
Usage
1
InTheMoneyCall(Stock, Exercise)
Arguments
Stock
S_0, the asset price
Exercise
K, the option strike price
Value
IntrinsicValueCall(Stock, Exercise) > 0
Author(s)
George Fisher GeorgeRFisher@gmail.com
Examples
1
2
3
4
5
6
# http://www.call-options.com/in-the-money.html
library(ustreasuries)
Stock <- 37.75 # S_0
Exercise <- 35 # K
InTheMoneyCall(Stock, Exercise) # TRUE
grfiv/ustreasuries documentation built on May 17, 2019, 8:36 a.m.
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Description Usage Arguments Value Author(s) Examples
View source: R/BSM_utilities.R
Description
Is the current market price of the asset above the strike price of the call?
Usage
1 | InTheMoneyCall(Stock, Exercise)
|
Arguments
Stock |
S_0, the asset price |
Exercise |
K, the option strike price |
Value
IntrinsicValueCall(Stock, Exercise) > 0
Author(s)
George Fisher GeorgeRFisher@gmail.com
Examples
1 2 3 4 5 6 | # http://www.call-options.com/in-the-money.html
library(ustreasuries)
Stock <- 37.75 # S_0
Exercise <- 35 # K
InTheMoneyCall(Stock, Exercise) # TRUE
|
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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