greeks_by_time: Compute greeks over time for single option
In zumthor86/OptionsAnalytics: Provides advanced options strategies analytics
Description
Usage
Arguments
Value
Description
Compute greeks over time for single option
Usage
1
greeks_by_time(option_leg, underlyer_prices, underlyer_datetimes)
Arguments
option_leg
Option leg object
underlyer_prices
Numeric vector containing option underlyer prices
underlyer_datetimes
DateTime vector of the option underlyer prices
Value
List of option greeks for each underlyer price
zumthor86/OptionsAnalytics documentation built on Oct. 20, 2020, 1:15 p.m.
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.
Description Usage Arguments Value
Description
Compute greeks over time for single option
Usage
1 | greeks_by_time(option_leg, underlyer_prices, underlyer_datetimes)
|
Arguments
option_leg |
Option leg object |
underlyer_prices |
Numeric vector containing option underlyer prices |
underlyer_datetimes |
DateTime vector of the option underlyer prices |
Value
List of option greeks for each underlyer price
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.