Option               package:RQuantLib               R Documentation

_B_a_s_e _c_l_a_s_s _f_o_r _o_p_t_i_o_n _p_r_i_c_e _e_v_a_l_u_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     This class forms the basis from which the more specific classes
     are derived.

_U_s_a_g_e:

     ## S3 method for class 'Option':
     print
     ## S3 method for class 'Option':
     plot
     ## S3 method for class 'Option':
     summary

_A_r_g_u_m_e_n_t_s:

  Option: Any option object derived from this base class

_D_e_t_a_i_l_s:

     Please see any decent Finance textbook for background reading, and
     the 'QuantLib' documentation for details on the 'QuantLib'
     implementation.

_V_a_l_u_e:

     None, but side effects of displaying content.

_N_o_t_e:

     The interface might change in future release as 'QuantLib'
     stabilises its own API.

_A_u_t_h_o_r(_s):

     Dirk Eddelbuettel edd@debian.org for the R interface; the QuantLib
     Group for 'QuantLib'

_R_e_f_e_r_e_n_c_e_s:

     <URL: http://quantlib.org> for details on 'QuantLib'.

_S_e_e _A_l_s_o:

     'AmericanOption','EuropeanOption', 'BinaryOption'

_E_x_a_m_p_l_e_s:

     EO<-EuropeanOption("call", strike=100, volatility=0.4, 100, 0.01, 0.03, 0.5)
     print(EO)
     summary(EO)

