payoff_iron_condor: Payoff of long iron condor option
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 long iron condor option.
Usage
1
payoff_iron_condor(x, strike1, strike2, strike3, strike4)
Arguments
x
real input
strike1
the lower put strike, to be short
strike2
the upper put strike, to be long
strike3
the lower call strike, to be long
strike4
the upper call strike, to be short
Details
Sum of a put-debit spread and call-debit spread
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 long iron condor option.
Usage
1 | payoff_iron_condor(x, strike1, strike2, strike3, strike4)
|
Arguments
x |
real input |
strike1 |
the lower put strike, to be short |
strike2 |
the upper put strike, to be long |
strike3 |
the lower call strike, to be long |
strike4 |
the upper call strike, to be short |
Details
Sum of a put-debit spread and call-debit spread
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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