2014-03-06 02:52:41 +00:00
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\name{putcallparity}
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\alias{putcallparity}
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2014-02-14 04:47:34 +00:00
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\title{Put-Call Parity}
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\usage{
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2014-03-06 02:52:41 +00:00
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putcallparity(optionvalue, strikeprice, eval.time, expiry.time, rate,
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toPut = TRUE)
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2014-02-14 04:47:34 +00:00
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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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