I believe option 1 is the way to go. And it's not lying to blotter. Each option is supposed to be a FinancialInstrument.
Chinmay > On 17 Apr, 2014, at 7:51 am, Noah Silverman <noahsilver...@ucla.edu> wrote: > > 1) Lie to blotter. Just makeup a symbol for the option. (i.e Apple > April 15 calls at $200 becomes "AAPL_Call_0415_200") and then set it up > in the environment to look/act like an equity. _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
