Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: finance
See also: callbull

Macro: arbitrage
Description: calculates an arbitrage table considering put and calls with the same strike price

Usage: sum = arbitrage()
Output:
sum arbitrage table as a string matrix

Example:
library("finance")
sum=arbitrage()
Result:
table of arbitrage, where
Call_price is the vector of call prices
Put_price  is the vector of put prices
Basis      is the vector of basis prices
Stock_flow is the amount we pay/get for buying/selling stock
Call_flow  is the amount we pay/get for buying/selling call option
Put_flow 	 is the amount we pay/get for buying/selling put option
Bank_flow  is the investment to/loan from a bank
Arbitrage  is the vector of arbitrage gains/losses

Library: finance
See also: callbull

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Sperlich, Trost 970507
(C) MD*TECH Method and Data Technologies, 28.6.1999