callOption: Profit/loss profile of Call Option
In rukmal/DerivativeVisualizer:
Description
Usage
Arguments
Examples
Description
callOption returns an object of values,
with the strike price of the underlying asset,
and the corresponding profit
Usage
1
2
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
1
callOption(strike = 100, premium = 4, short = TRUE)
rukmal/DerivativeVisualizer documentation built on May 20, 2019, 8:49 a.m.
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Description Usage Arguments Examples
Description
callOption returns an object of values,
with the strike price of the underlying asset,
and the corresponding profit
Usage
1 2 | 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
1 | callOption(strike = 100, premium = 4, short = TRUE)
|
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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