ThetaInDollars

Description

This formula provides a running total of Theta values expressed as a dollar profit.

While this formula is designed to return a sum of multiple values, it can also be used to convert a single value to dollars.

Formula

ThetaInDollars=begin

   nTotal = 0

   thisVal = NONUM

   for i = 1 to PARAMCOUNT begin

      thisVal = TickCalc($[i], GREEK_THETA, $[i].qty)

      if thisVal != NONUM then begin

         thisVal = thisVal

         nTotal = nTotal + (thisVal *  $[i].dollars)

      end

   end

   retval = Scale(nTotal, THOUSANDTHS)

end

Parameters

The number of arguments in this formula may vary.

The arguments are $n references, i.e.,

ThetaInDollars($1, $2, $3, $4, $5)

Return Value

Theta in dollars.

Examples

Comments

NA