AmericanOption-class {ragtop} | R Documentation |
A standard option contract allowing for early exercise at the choice of the option holder
Description
A standard option contract allowing for early exercise at the choice of the option holder
Methods
optionality_fcn(v, ...)
Return a version of
v
at timet
corrected for any optionality conditions.recovery_fcn(v, S, t, ...)
Return recovery value, given non-default values
v
at timet
. Subclasses may be more elaborate, this method simply returns 0.0.
[Package ragtop version 1.2.0 Index]