calcExecutionLosses: Calculate losses from options execution
In solavrov/fxor: Simulate rabalancing of currency structure with fx options
Description
Usage
Arguments
Value
Description
Calculate losses from options execution
Usage
1
calcExecutionLosses(portfolio, xRate)
Arguments
portfolio
portfolio object
xRate
eurusd rate at expiration
Value
vector of losses
solavrov/fxor documentation built on May 30, 2019, 3:12 p.m.
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Description Usage Arguments Value
Description
Calculate losses from options execution
Usage
1 | calcExecutionLosses(portfolio, xRate)
|
Arguments
portfolio |
portfolio object |
xRate |
eurusd rate at expiration |
Value
vector of losses
R Package Documentation
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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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