Description Usage Arguments Details Examples
Returns a tree structure with the D (Delta: amount of shares to buy), B (lend: borrowing amount), S (stock price), C (option value) at each node
1 | treeDetails(n = 2, call = TRUE)
|
n |
the number of periods |
call |
TRUE if call option, FALSE if put option |
Uses a list structure to store the data. If n is large, the object is very large and takes up a lot of memory
1 | treeDetails(n=10, call=TRUE)
|
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