Plotting 2 option value lines
Good morning to you too. You must be on the other side of the globe, since I'm actually thinking about heading off to bed soon. Thanks for your help. I tried out your suggestion and it works great. Thank you. I also managed to get it to work using: > points(x, c2, type="l", col="blue") Again, thank you, and I'll keep reading Chapter 12 in "An Introduction to R". James
On May 7, 2007, at 10:13 PM, Sean O'Riordain wrote:
Good morning James,
You need to use lines() for the second "over-plot" with a different
line type so you'd say something like...
library(fOptions )
x <- (50:80)
c1 <- GBSOption(TypeFlag="c", S=x, X=65, Time=1/4, r=.08, b=.08,
sigma=.3)@price
c2 <- GBSOption(TypeFlag="c", S=x, X=65, Time=0.000000001, r=.08,
b=.08, sigma=.3)@price
plot(x,c1, type="l")
lines(x,c2, lty=3)
Then you might add something like...
legend("top",c("Expiration","3 Months"),lty=c(1,3))
For more information on the basics of plotting have a really slow read
of section 12 of "An Introduction to R" which should have come with
your install of R. Then go through the manual pages for things like
"lines", "legend", "plot", "plot.default" etc...
On the options pricing question, I'm afraid I can't help you.
Best Regards,
Sean