Put-Call Parity Arbitrage Detector

Call Price ($): Put Price ($): Strike Price (K) ($): Spot Price (S) ($): Risk-Free Rate (r, % annual): Time to Expiration (T in years):

Computed Values:

C + K·e^-rT = ${lhs.toFixed(2)}
P + S = ${rhs.toFixed(2)}
Difference: ${diff.toFixed(2)}

`; if (Math.abs(diff) < 0.01) { message += `

No arbitrage opportunity detected. Put-Call parity holds.

`; } else if (diff > 0) { message += `

Arbitrage detected: Buy Put, Sell Call, Short Stock, Invest at risk-free rate.

`; } else { message += `

Arbitrage detected: Buy Call, Sell Put, Borrow at risk-free rate, Buy Stock.

`; } resultDiv.innerHTML = message; resultDiv.style.display = 'block'; }; window.downloadPDF = function () { const { jsPDF } = window.jspdf; const doc = new jsPDF(); const resultDiv = document.getElementById('result'); const content = resultDiv.innerText || "Please check arbitrage result first."; doc.setFont("helvetica", "normal"); doc.setFontSize(12); doc.text("Put-Call Parity Arbitrage Detector Result", 10, 10); doc.setFontSize(10); const lines = doc.splitTextToSize(content, 180); doc.text(lines, 10, 20); doc.save("put-call-parity-arbitrage.pdf"); }; });