OptionPricingStuff/man/putcallparity.Rd

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