callPayoff <- function(S, E) pmax(0, S - E)
RogerFederer <- function(S){
call1<-callPayoff(S,2175)
call2<-callPayoff(S,2120)
3*((call1-42.35)+(-call2+66.75))
}
mivena <- function(S)
{
call1<-callPayoff(S,2120)
call2<-callPayoff(S,2175)
4*((-call1+66.75)+(+call2-29.55))
}
KaDAl <- function(S){
call1 = callPayoff(S,2145)
call2 = callPayoff(S,2155)
-20*(call1-55.6)+20*(call2-50.45)
}
LES <- function(S){
call6<-callPayoff(S,2145)
call7<-callPayoff(S,2150)
45*(-call6+55.60) + 45*(call7-52.80)
}
S <- 2100:2200
zisk <- data.frame(RogerFederer(S), mivena(S), KaDAl(S), LES(S))
matplot(S, zisk, lty = 1, type = "l")
abline(h = 0, col = "grey", lty = 2)
legend("topright",
c("RogerFederer", "mivena", "KaDAl", "LES"),
lty = 1,
col = 1:4)
