Payoff of solar options on historical data

solarOption_historical(
  model,
  data = NULL,
  nmonths = 1:12,
  put = TRUE,
  control_options = control_solarOption()
)

Arguments

model: An object with the class solarModel. See the function solarModel for details.
data: Optional dataset for the computation of the payoff.
nmonths: Numeric vector, months in which the payoff should be computed. Can vary from 1 (January) to 12 (December).
put: Logical, when TRUE, the default, will be computed the price for a put contract, otherwise for a call contract.
control_options: Named list with control parameters. See control_solarOption for more details.

Value

An object of the class solarOptionPayoff.

Note

Version 1.0.0.

Examples

# Solar model
model <- solarModel$new(spec)
model$fit()
#> No outliers!
# Historical payoff (put)
solarOption_historical(model, put=TRUE)
#> ------------------------ Solar Option Payoffs (put) ------------------------ 
#> Yearly payoff: 183.73
#> Monthly payoffs: 
#>   Jan: 7.40   Feb: 11.0   Mar: 15.5
#>   Apr: 21.8   May: 30.7   Jun: 22.9
#>   Jul: 13.6   Ago: 13.2   Sep: 14.6
#>   Oct: 15.0   Nov: 11.4   Dec: 6.63
# Historical payoff (call)
solarOption_historical(model, put=FALSE)
#> ------------------------ Solar Option Payoffs (call) ------------------------ 
#> Yearly payoff: 211.67
#> Monthly payoffs: 
#>   Jan: 11.4   Feb: 17.8   Mar: 25.5
#>   Apr: 24.5   May: 19.6   Jun: 17.3
#>   Jul: 20.1   Ago: 21.4   Sep: 18.9
#>   Oct: 14.6   Nov: 10.1   Dec: 10.3