EurOption: Constructor of european option object

Description Usage Value

Description

Attributes: $type - call or put $strike - strike $time - time to expiration in years $rate - risk free rate $yield - dividend yield of underlying stock or else $vol - volatility of underlying

Usage

1

Value

EurOption object


solavrov/fval documentation built on May 30, 2019, 4:40 p.m.