callOption: Profit/loss profile of Call Option

Description Usage Arguments Examples

View source: R/Instrument_CallOption.R

Description

callOption returns an object of values, with the strike price of the underlying asset, and the corresponding profit

Usage

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callOption(strike, premium, size = NULL, short = NULL, strikeRange = NULL,
  granularity = NULL)

Arguments

strike

Strike price of the call option.

premium

Premium of the call option.

size

Contract size of the option. Defaults to 100.

short

Set to TRUE if a short position is opened. Defaults to FALSE.

strikeRange

Range of strike prices for which profit/loss is calculated. Defualts to 90% to 110%.

granularity

Granularity of range of prices generated. Defaults to $0.01.

Examples

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callOption(strike = 100, premium = 4, short = TRUE)

rukmal/DerivativeVisualizer documentation built on Dec. 5, 2017, 12:34 a.m.