getValuesOfPortfolioOptions: Get values of given portfolio options
In solavrov/fxor: Simulate rabalancing of currency structure with fx options
Description
Usage
Arguments
Value
Description
Get values of given portfolio options
Usage
1
2
getValuesOfPortfolioOptions(portfolio, xRate = portfolio$xRate,
vols = numeric(length(portfolio$options$strikes)) + portfolio$volaty)
Arguments
portfolio
portfolio object
xRate
current eurusd rate
vols
volatility of eurusd rate
Value
values of options in usd
solavrov/fxor documentation built on May 30, 2019, 3:12 p.m.
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Description Usage Arguments Value
Description
Get values of given portfolio options
Usage
1 2 | getValuesOfPortfolioOptions(portfolio, xRate = portfolio$xRate,
vols = numeric(length(portfolio$options$strikes)) + portfolio$volaty)
|
Arguments
portfolio |
portfolio object |
xRate |
current eurusd rate |
vols |
volatility of eurusd rate |
Value
values of options in usd
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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