compute_option_pnl: Compute option PnL Scenarios at expiry
In zumthor86/OptionsAnalytics: Provides advanced options strategies analytics
View source: R/compute_option_pnl.R
Description
Compute option PnL Scenarios at expiry
Usage
1
compute_option_pnl(option_leg, underlyer_prices)
Arguments
option_leg
Option Leg object
underlyer_prices
Vector of underlyer closing prices
zumthor86/OptionsAnalytics documentation built on Oct. 20, 2020, 1:15 p.m.
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View source: R/compute_option_pnl.R
Description
Compute option PnL Scenarios at expiry
Usage
1 | compute_option_pnl(option_leg, underlyer_prices)
|
Arguments
option_leg |
Option Leg object |
underlyer_prices |
Vector of underlyer closing prices |
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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