payoff_strangle: Payoff of strangle-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 strangle option.
Usage
1
payoff_strangle(x, strike.p, strike.c)
Arguments
x
real input
strike.p
strike of put option
strike.c
strike of call option
Details
The sum of a call and put payoff on two different strikes but same expiry and underlying
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 strangle option.
Usage
1 | payoff_strangle(x, strike.p, strike.c)
|
Arguments
x |
real input |
strike.p |
strike of put option |
strike.c |
strike of call option |
Details
The sum of a call and put payoff on two different strikes but same expiry and underlying
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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