Profit:

In rhooahn/sample-code: What the package does (short line)

Usage

Profit(o = OptPos(), S = o$S0)

Arguments

o
S

Examples

##---- 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 = OptPos(), S = o$S0) 
{
    stopifnot(is.Opt(o))
    o = as.OptPos(o)
    return(cbind(S, Profit = o$Pos$SignLS * (pmax(o$Right$SignCP * 
        (S - o$K), 0) - o$Prem)))
  }

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