OptPxobject as input.
BS(o = OptPx())
BSlist as components of Black-Scholes formular. See
#See Hull, p.338, Ex.15.6. #Create an option and price it o = Opt(Style='Eu', Right='Call', S0 = 42, ttm = .5, K = 40) o = BS( OptPx(o, r=.1, vol=.2, NSteps=NA)) o$PxBS #print call option price computed by Black-Scholes pricing model o$BS$Px$Put #print put option price computed by Black-Scholes pricing model