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PayOffBearSpread | Returns the payoff at expiry for the Bear Spread. |
PayOffBullSpread | Returns the payoff at expiry for the Bull Spread. |
PayOffButterflySpread | Returns the payoff at expiry for the Butterfly Spread. |
PayOffSpread | Returns the payoff function of a spread of bull or bear type. |
PayOffStraddleCombination | We implement the payoff function for the Straddle Combination which involves taking a long position in a call option and a long position in a put option with the same strike price and expiration date. |
PayOffStrangleCombination | We implement the payoff function for the Strangle Combination consists of a long position in a call option and a put option with different strike prices and the same expiry date. |
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OptionStrategies Class | Options Namespace