callDebitSpread: The terminal payoff of a call debit spread
In shill1729/pricing: Option pricing engines for (jump)-diffusions
Description
Usage
Arguments
Value
Description
The terminal payoff of a call debit spread
Usage
1
callDebitSpread(spot, strikes)
Arguments
spot
the current spot price
strikes
a vector of two strikes in ascending order
Value
numeric or vector
shill1729/pricing documentation built on Jan. 9, 2022, 12:56 a.m.
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Description Usage Arguments Value
Description
The terminal payoff of a call debit spread
Usage
1 | callDebitSpread(spot, strikes)
|
Arguments
spot |
the current spot price |
strikes |
a vector of two strikes in ascending order |
Value
numeric or vector
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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