compute_strategy_pnl: Compute strategy pnl

Description Usage Arguments Value

View source: R/opt_pnl.R

Description

Compute strategy pnl

Usage

1
compute_strategy_pnl(days_to_exp = 0, underlyer_pct_move = 0.1)

Arguments

days_to_exp

Number of days to expiration, numeric

Value

List of pnl, breakevens, max profit and max loss


zumthor86/optPnL documentation built on Nov. 19, 2020, 5:15 p.m.