Profit {QFRM}

Computes payout/profit values

Description

Computes payout/profit values

Usage

Profit(o = OptPos(), S = o$S0)

Arguments

o

An object of class Opt*

S

A (optional) vector or value of stock price(s) (double) at which to compute profits

Value

A numeric matrix of size [length(S), 2]. Columns: stock prices, corresponding option profits

Author(s)

Oleg Melnikov, Department of Statistics, Rice University, Spring 2015

Examples

Profit(o=Opt())
graphics::plot( print( Profit(OptPos(Prem=2.5), S=40:60)), type='l'); grid()