ButterflySpread |
appearance as argument number 1 |
(documentation ButterflySpread EnglishLanguage "A complex option strategy that involves selling two calls and buying two calls on the same or different markets, with several maturity dates. One of the options has a higher exercise price and the other has a lower exercise price than the other two options. The payoff diagram resembles the shape of a butterfly.") | FinancialOntology.kif 3113-3117 | |
(subclass ButterflySpread SpreadOption) | FinancialOntology.kif 3112-3112 |
appearance as argument number 2 |
(termFormat ChineseLanguage ButterflySpread "蝴蝶传播") | domainEnglishFormat.kif 12517-12517 | |
(termFormat ChineseTraditionalLanguage ButterflySpread "蝴蝶傳播") | domainEnglishFormat.kif 12516-12516 | |
(termFormat EnglishLanguage ButterflySpread "butterfly spread") | domainEnglishFormat.kif 12515-12515 |
antecedent |
(=> (instance ?Spread ButterflySpread) (exists (?Call1 ?Call2 ?Call3 ?Call4 ?Price1 ?Price2 ?Price3 ?Price4 ?U) (and (instance ?Call1 CallOption) (instance ?Call2 CallOption) (instance ?Call3 CallOption) (instance ?Call4 CallOption) (subProcess ?Call1 ?Spread) (subProcess ?Call2 ?Spread) (subProcess ?Call3 ?Spread) (subProcess ?Call4 ?Spread) (instance ?U UnitOfCurrency) (strikePrice ?Call1 (MeasureFn ?Price1 ?U)) (strikePrice ?Call2 (MeasureFn ?Price2 ?U)) (strikePrice ?Call3 (MeasureFn ?Price3 ?U)) (strikePrice ?Call4 (MeasureFn ?Price4 ?U)) (lessThan ?Price1 ?Price2) (lessThan ?Price1 ?Price3) (greaterThan ?Price4 ?Price2) (greaterThan ?Price4 ?Price2)))) |
FinancialOntology.kif 3119-3143 |