RQuantLib (version 0.3.6)

Option: Base class for option price evalution

Description

This class forms the basis from which the more specific classes are derived.

Usage

## S3 method for class 'Option':
print(x, digits=4, ...)
## S3 method for class 'Option':
plot(x, ...)
## S3 method for class 'Option':
summary(object, digits=4, ...)

Arguments

x

Any option object derived from this base class

object

Any option object derived from this base class

digits

Number of digits of precision shown

...

Further arguments

Value

• None, but side effects of displaying content.

Details

Please see any decent Finance textbook for background reading, and the QuantLib documentation for details on the QuantLib implementation.

References

http://quantlib.org for details on QuantLib.

See Also

AmericanOption,EuropeanOption, BinaryOption

Examples

EO<-EuropeanOption("call", strike=100, volatility=0.4, 100, 0.01, 0.03, 0.5)
print(EO)
summary(EO)