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]