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olliefr/genlattice.american.public.R

Created May 26, 2016 14:22
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The public interface to genlattice.american.
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genlattice.american.public.R
genlattice.vanilla.american.call <- function(Asset, Volatility, IntRate, DividendRate, Strike, Expiry, NoSteps) {
return (genlattice.american(Asset=Asset, Volatility=Volatility, IntRate=IntRate, DividendRate=DividendRate, Strike=Strike, Expiry=Expiry, NoSteps=NoSteps, Payoff=payoff.vanilla.call))
}
genlattice.vanilla.american.put <- function(Asset, Volatility, IntRate, DividendRate, Strike, Expiry, NoSteps) {
return (genlattice.american(Asset=Asset, Volatility=Volatility, IntRate=IntRate, DividendRate=DividendRate, Strike=Strike, Expiry=Expiry, NoSteps=NoSteps, Payoff=payoff.vanilla.put))
}
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