payoff_call_debit: Payoff of call debit spread
In shill1729/FeynmanKacSolver: Feynman-Kac PDE solver for Ito diffusions and processes
Description
Usage
Arguments
Details
Value
View source: R/initial_conditions.R
Description
The payoff function of a put debit spread option.
Usage
1
payoff_call_debit(x, strike1, strike2)
Arguments
x
real input
strike1
the lower strike, to be long
strike2
the upper strike, to be short
Details
Long a lower strike and short an upper strike of two puts
Value
numeric
shill1729/FeynmanKacSolver documentation built on May 19, 2020, 8:23 p.m.
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Description Usage Arguments Details Value
View source: R/initial_conditions.R
Description
The payoff function of a put debit spread option.
Usage
1 | payoff_call_debit(x, strike1, strike2)
|
Arguments
x |
real input |
strike1 |
the lower strike, to be long |
strike2 |
the upper strike, to be short |
Details
Long a lower strike and short an upper strike of two puts
Value
numeric
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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