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o |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (o = OptPx())
{
stopifnot(is.OptPx(o))
o$BS = BS_Simple(o$S0, o$K, o$r, o$q, o$ttm, o$vol)
o$PxBS = with(o, if (Right$Call)
BS$Px$Call
else {
if (Right$Put)
BS$Px$Put
else NA
})
return(o)
}
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