aggregate_strategy: Calculate strategy pnl for single option
In zumthor86/optPnL: Plots options strategy profit and loss diagrams
Description
Calculate strategy pnl for single option
Usage
1
2
aggregate_strategy(option_measure, position, opening_price,
multiplier = 100)
Arguments
position
Double : position in that option
opening_price
Double
multiplier
Integer : option multiplier
pnl
Double : pnl vector
zumthor86/optPnL documentation built on Nov. 19, 2020, 5:15 p.m.
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Description
Calculate strategy pnl for single option
Usage
1 2 | aggregate_strategy(option_measure, position, opening_price,
multiplier = 100)
|
Arguments
position |
Double : position in that option |
opening_price |
Double |
multiplier |
Integer : option multiplier |
pnl |
Double : pnl vector |
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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