| price {LSMonteCarlo} | R Documentation |
Extracting price from the pricing functions outputs
Description
The function is nothing else, but the object$price action, with the object returned by the pricing functions in the package.
Usage
price(x)
Arguments
x |
Object returned by the pricing functions in the package |
Value
The function returns the price as a single number (class "numeric").
See Also
Functions: AmerPutLSM,
AmerPutLSM_AV,
AmerPutLSM_CV,
AsianAmerPutLSM,
QuantoAmerPutLSM, and
QuantoAmerPutLSM_AV.
Examples
put<-AmerPutLSM()
price(put)
put$price
[Package LSMonteCarlo version 1.0 Index]