Functionsยง
- long_
call_ payoff - Returns the payoff for a long call option
- long_
call_ spread - Payoff for a long call spread (buy call at k1, sell call at k2)
- long_
put_ payoff - Returns the payoff for a long put option
- long_
put_ spread - Payoff for a long put spread (buy put at k1, sell put at k2)
- long_
straddle - Payoff for a long straddle (buy call and put at same strike)
- long_
strangle - Payoff for a long strangle (buy OTM call and OTM put)
- short_
call_ payoff - Returns the payoff for a short call option
- short_
call_ spread - Payoff for a short call spread (sell call at k1, buy call at k2)
- short_
put_ payoff - Returns the payoff for a short put option
- short_
put_ spread - Payoff for a short put spread (sell put at k1, buy put at k2)
- short_
straddle - Payoff for a short straddle (sell call and put at same strike)
- short_
strangle - Payoff for a short strangle (sell OTM call and OTM put)