as.OptPos {QFRM} | R Documentation |
OptPos
class.Coerce an argument to OptPos
class.
as.OptPos(o = Opt(), Pos = c("Long", "Short"), Prem = 0)
o |
A |
Pos |
Specify position direction in your portfolio. |
Prem |
Option premium, i.e. cost of an option purchased or to be purchased. |
An object of class OptPos
.
Oleg Melnikov
as.OptPos(Opt())