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 |
library("finance") callbull()
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 |