compute_option_greeks: Compute selected option greek for given vol+price+time
In zumthor86/optPnL: Plots options strategy profit and loss diagrams
Description
Compute selected option greek for given vol+price+time
Usage
1
2
3
compute_option_greeks(underlyer_space, ttm = self$time_to_expiration,
implied_vol = self$implied_vol, greeks = c("delta", "gamma", "vega",
"theta"))
Arguments
greek
zumthor86/optPnL documentation built on Nov. 19, 2020, 5:15 p.m.
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Description
Compute selected option greek for given vol+price+time
Usage
1 2 3 | compute_option_greeks(underlyer_space, ttm = self$time_to_expiration,
implied_vol = self$implied_vol, greeks = c("delta", "gamma", "vega",
"theta"))
|
Arguments
greek |
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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