call_payoff: Calculate european call option payoff
In mociepa/ShortfallRiskHedging: Shortfall Risk Hedging for european option
call_payoff R Documentation
Calculate european call option payoff
Description
The call_payoff function calculate payoffs from trajectory.
Usage
call_payoff(asset_price, strike)
Arguments
asset_price
numeric vector, price of the asset over time.
strike
numeric value, strike price of the option.
Value
A numeric value, european call option payoff.
Examples
x <- generate_scenarios(100, 0, 0.3)
call_payoff(x[, 1], strike = 100)
call_payoff(c(100, 120), strike = 107)
call_payoff(c(100, 120, 107), strike = 107)
mociepa/ShortfallRiskHedging documentation built on Sept. 30, 2022, 6:43 p.m.
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| call_payoff | R Documentation |
Calculate european call option payoff
Description
The call_payoff function calculate payoffs from trajectory.
Usage
call_payoff(asset_price, strike)
Arguments
asset_price |
numeric vector, price of the asset over time. |
strike |
numeric value, strike price of the option. |
Value
A numeric value, european call option payoff.
Examples
x <- generate_scenarios(100, 0, 0.3) call_payoff(x[, 1], strike = 100) call_payoff(c(100, 120), strike = 107) call_payoff(c(100, 120, 107), strike = 107)
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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