Compute the Greeks of a Solar Option

Source: R/solarOption.R

Compute the Greeks of a Solar Option

solarOption_greeks(model, moments, put = TRUE, elasticities = FALSE)

Note

Version 1.0.0.

Examples

# Model fit
model <- solarModel$new(spec)
model$fit()
#> No outliers!
solarOption_greeks(model, model$Moments("2023-01-01", "2024-05-01"))
#> Error in solarOption_greeks(model, model$Moments("2023-01-01", "2024-05-01")): attempt to apply non-function