/* Profits and Losses at Expiration */

->
Arg HillValley_price, NearExp_price : Float    

- ReadFile >Records< 'Option_desk.csv',
  CalculateOpenInterestHedgedViaCalendarSpread >LT< Records 'Call',
  CalculateOpenInterestHedgedViaCalendarSpread >ST< Records 'Put',
  CalculateSyntheticPositionRemainder >LR< Records 'Call' NearExp_price,
  CalculateSyntheticPositionRemainder >SR< Records 'Put' NearExp_price,
  CalculateInMoneyOptionPositions >LE< Records 'Call' NearExp_price,
  CalculateInMoneyOptionPositions >SE< Records 'Put' NearExp_price,
  CalculateOptionWriterLossesForEachStrike >WL< Records,
  SearchStrikeWithMinimalLoss >Strike< WL,
  CalculatePriceLevels >Levels< Records,
  PrintReport LT ST LR SR LE SE Strike Levels HillValley_price

/

