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François Pelletier 2014-03-05 21:53:07 -05:00
parent 3166d19feb
commit 0d539a0a03
1 changed files with 0 additions and 1 deletions
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R/putcallparity.R
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@ -21,7 +21,6 @@ putcallparity <- function(optionvalue,strikeprice,eval.time,expiry.time,rate,toP
if(toPut)
{
return(optionvalue-1+strikeprice*zerobond(eval.time,expiry.time,rate))
}
else
{