putOption: The terminal payoff of a put option

Description Usage Arguments Value

View source: R/payoffs.R

Description

The terminal payoff of a put option

Usage

1
putOption(spot, strike)

Arguments

spot

the current spot price

strike

the strike price of the option

Value

numeric or vector


shill1729/pricing documentation built on Jan. 9, 2022, 12:56 a.m.