Visualize payoffs of an option strategy
Function BUTTERFLY (named after the strategy shown on the screenshot) aims to help students and instructors of finance visualize payoffs of simple option strategies. The function allows constructing a portfolio of n < 9 securities, including a (zero-dividend) stock, a (zero-coupon) bond, a forward contract, and a European call or put stock option, and plots portfolio's terminal payoff, as well as time-T value of cash flows at t = 0,T , i.e. terminal payoff adjusted for (accrued) initial cash flow. Discounting and valuation occur as if in a Black-Scholes world.
引用格式
Dimitri Shvorob (2024). Visualize payoffs of an option strategy (https://www.mathworks.com/matlabcentral/fileexchange/17411-visualize-payoffs-of-an-option-strategy), MATLAB Central File Exchange. 检索时间: .
MATLAB 版本兼容性
平台兼容性
Windows macOS Linux类别
标签
致谢
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!版本 | 已发布 | 发行说明 | |
---|---|---|---|
1.0.0.0 | BSD |