sensitivity test for option using RQuantlib

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morning all, I am trying to do a sensitivity test on option using RQuantLib and below is the code executed:

library(RQuantLib)
type <- "call"
underlying <- seq(10,60,by=5)               
strike <- 30
dividendYield <- 0
riskFreeRate <- 0.03
maturity <- 1.0
volatility <- seq(0.1,0.15,by=0.01)

test<-EuropeanOptionArrays(type=type, underlying=underlying, 
strike=strike, dividendYield=dividendYield,riskFreeRate=riskFreeRate, 
maturity=maturity, volatility=volatility)

The figures above are arbitrary and I would like to ask if there is a better way or cleaner way to create a list instead of setting "underlying <- seq(10,60,by=5)" and "volatility <- seq(0.1,0.15,by=0.01)"?

Many thanks for your help! Greatly appreciated.

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