EquityOptionIndex-class | R Documentation |
Creates an Equity Option Index object with the relevant info needed to calculate the Exposure-at-Default (EAD)
Notional |
The notional amount of the trade |
MTM |
The mark-to-market valuation of the trade |
Currency |
The currency set that the trade belongs to |
Si |
The number of years that the trade will take to start (zero if already started) |
Ei |
The number of years that the trade will expire |
BuySell |
Takes the values of either 'Buy' or 'Sell' |
traded_price |
the price that trade was done |
An object of type EquityOption
Tasos Grivas <tasos@openriskcalculator.com>
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