[R-SIG-Finance] options profit/loss graph (beginner question)

Uwe Voelker uwe at uwevoelker.de
Fri Nov 25 09:05:29 CET 2011


Hello,

I would like to plot profit/loss graphs for option strategies (e. g.
Ratio Spreads) with today's data, next week and at expiration.

I'm completely new to R, but I hope it is good suited for this task. I
found fOptions from rmetrics package, but it only evaluates options.
I'm missing the link to the graph/plot. I googled a lot and could not
find examples (for sure I'm searching the wrong keywords).

Can you please point me to an example?

Thanks a lot,
with kind regards,
Uwe



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