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 |
library("finance") sum=arbitrage() sum
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 |