31 lines
538 B
R
31 lines
538 B
R
\name{putcallparity}
|
|
\alias{putcallparity}
|
|
\title{Put-Call Parity}
|
|
\usage{
|
|
putcallparity(optionvalue, strikeprice, eval.time, expiry.time, rate,
|
|
toPut = TRUE)
|
|
}
|
|
\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
|
|
}
|
|
|