| 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()
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 |