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

[Wojciech Slusarski]

Hi,

Try the one below:

CashOrNothingOption("p",100,30,50,5,.05,0,.2)@price

should work.

Best regards,
Wojtek

2006/5/2, Uzuner, Tolga <tolga.uzuner at credit-suisse.com>:
> > 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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