RQuantLib (version 0.4.24)

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

Value

None, but side effects of displaying content.

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

Author

Dirk Eddelbuettel for the R interface; the QuantLib Group for QuantLib

Details

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

References

https://www.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)