greeks: Calculates the greeks for each option in a chain
In pritamdalal/backtestr: Wrangling Code For Backtesting
Description
Use this function to calculate greeks for each options in a chain
Usage
1
greeks(df_otm, d2x, impl_fwd)
pritamdalal/backtestr documentation built on May 3, 2019, 5:44 p.m.
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Description
Use this function to calculate greeks for each options in a chain
Usage
1 | greeks(df_otm, d2x, impl_fwd)
|
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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