as.OptPos {QFRM}

Coerce an argument to OptPos class.

Description

Coerce an argument to OptPos class.

Usage

as.OptPos(o = Opt(), Pos = c("Long", "Short"), Prem = 0)

Arguments

o

A Opt or OptPx object

Pos

Specify position direction in your portfolio. Long indicates that you own security (it's an asset). Short that you shorted (short sold) security (it's a liability).

Prem

Option premium, i.e. cost of an option purchased or to be purchased.

Value

An object of class OptPos.

Author(s)

Oleg Melnikov

Examples

as.OptPos(Opt())