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: american bitree bs1 european mcmillan optstart

Quantlet: callbull
Description: calculates the results of a Bull Call Spread for the context of option pricing

Usage: callbull()
Output:
summ string matrix, table of results

Example:

library("finance")

callbull()

Result:

the following table of results:

Contents of summ

[ 1,] " "

[ 2,] "  Stock price    long Call   short Call    gain/loss"

[ 3,] "----------------------------------------------------"

[ 4,] "       540.00     -3500.00      1500.00     -2000.00"

[ 5,] "       550.00     -3500.00      1500.00     -2000.00"

[ 6,] "       560.00     -2500.00      1500.00     -1000.00"

[ 7,] "       570.00     -1500.00      1500.00         0.00"

[ 8,] "       580.00      -500.00      1500.00      1000.00"

[ 9,] "       590.00       500.00      1500.00      2000.00"

[10,] "       600.00      1500.00      1500.00      3000.00"

[11,] " "


Library: finance
See also: american bitree bs1 european mcmillan optstart

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: Schmidt, Sperlich 970217
(C) MD*TECH Method and Data Technologies, 21.9.2000