Hi,
I'm wondering if someone can suggest an example implementation of
FinancialDerivative[{"Spread", "American", "Put"}]
or
FinancialDerivative[{"Spread", "American", "Call"}]
Thanks
Hi Cary,
I had been thinking there might be some way to set up a multi-leg spread position within one FinancialDerivative[...] call since I had and continue to set up individual FinancialDerivative[...] calls for each position. Reviewing the call spread example under Applications, I find that separate calls is an acceptable approach. So, I'm good. Thank you very much for inquiring.
Jonathan
Can you please be more specific? What exactly are you trying to do? Generate a risk profile for a call spread and put spread?
