BS:

Usage Arguments Examples

Usage

1
BS(o = OptPx())

Arguments

o

Examples

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##---- 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)
  }

rhooahn/sample-code documentation built on May 27, 2019, 7:40 a.m.