[R-sig-finance] Accessing the Option Price in CashorNothingOption

[Uzuner, Tolga]

> Dear R-sig-finance members,
> 
> I am trying to use the CashorNothingOption , and would like to access the Option Price directly.
> 
> When I use CashorNothingOption, I am being given back the following:
> 
> > CashOrNothingOption("p",100,30,50,5,.05,0,.2)
> 
> Title:
> Cash Or Nothing Option 
> 
> Call:
> CashOrNothingOption(TypeFlag = "p", S = 100, X = 30, K = 50, 
>     Time = 5, r = 0.05, b = 0, sigma = 0.2)
> 
> Parameters:
>          Value:
> TypeFlag p     
> S        100   
> X        30    
> K        50    
> Time     5     
> r        0.05  
> b        0     
> sigma    0.2   
> 
> Option Price:
> 0.2641278 
> 
> Description:
> Tue May 02 12:46:07 2006 
> 
> How can I access the Option Price by assigning it's value to a variable so that I can multiply it by something else ?
> 
> Assuming the formula returned a list, I tried a number of things, none of which worked:
> 
> > CashOrNothingOption("p",100,30,50,5,.05,0,.2)$par
> NULL
> > CashOrNothingOption("p",100,30,50,5,.05,0,.2)$price
> NULL
> > CashOrNothingOption("p",100,30,50,5,.05,0,.2)$OptionPrice
> NULL
> > 
> 
> The documentation just says:
> 
> ...
> Value:
> 
>      The option price, a numeric value.
> ....
> 
> which is not very revealing, neither does it seem to be true !
> 
> Many thanks in advance,
> Tolga
> 

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