cont.rate

<p>Converts nominal rate into Continously compounded Rate</p>

Collection of tools to develop options strategies, value option contracts using the Black-Scholes-Merten option pricing model and calculate the option Greeks. Hull, John C. "Options, Futures, and Other Derivatives" (1997, ISBN:0-13-601589-1). Fischer Black, Myron Scholes (1973) "The Pricing of Options and Corporate Liabilities" <doi:10.1086/260062>.

Anurag Agrawal

cont.rate: Continous Rate

Description

Usage

Arguments

Value

Details

Examples