Financial Derivative implementation example?

Questions
1

Hi,

I’m wondering if someone can suggest an example implementation of

FinancialDerivative[{"Spread", "American", "Put"}]

or

FinancialDerivative[{"Spread", "American", "Call"}]

Thanks

2

Can you please be more specific? What exactly are you trying to do? Generate a risk profile for a call spread and put spread?

3

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