31 lines
515 B
Text
31 lines
515 B
Text
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\name{parity}
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\alias{parity}
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\title{Put-Call Parity}
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\usage{
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parity(optionvalue, strikeprice, eval.time, expiry.time, rate, toPut = TRUE)
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}
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\arguments{
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\item{optionvalue}{Option price}
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\item{strikeprice}{Strike price}
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\item{eval.time}{Evaluation time}
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\item{expiry.time}{Expiry time}
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\item{rate}{Continuously compounded interest rate (force
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of interest)}
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\item{toPut}{Boolean, Call to Put or Put to Call ?}
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}
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\value{
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Option price
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}
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\description{
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Put-Call Parity
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}
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\author{
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François Pelletier
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}
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