equity: Profit/loss profile of Equity

Description Usage Arguments Examples

Description

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

Usage

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equity(price, commission = NULL, shares = NULL, short = NULL,
  strikeRange = NULL, granularity = NULL)

Arguments

price

Price of the equity.

commission

Commission charged for purchasing the equity. Defaults to $0.

shares

Number of shares purchased. Deefaults to 1.

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 May 20, 2019, 8:49 a.m.