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EQUITYOPTION(1)		    General Commands Manual	       EQUITYOPTION(1)

NAME
       EquityOption - Example of using QuantLib	to value equity	options

SYNOPSIS
       EquityOption

DESCRIPTION
       EquityOption is an example of using QuantLib.

       For  a  given  set of option parameters,	it computes the	value of three
       different equity	options	types (with european,  bermudan	 and  american
       exercise	features) using	different valuation algorithms.

       The  calculation	methods	are Black-Scholes (for european	options	only),
       Barone-Adesi/Whaley  (american-only),  Bjerksund/Stensland  (american),
       Integral	(european), Finite differences,	Binomial Jarrow-Rudd, Binomial
       Cox-Ross-Rubinstein, Additive equiprobabilities,	 Binomial  Trigeorgis,
       Binomial	 Tian,	Binomial  Leisen-Reimer,  crude	Monte Carlo (european-
       only) and Sobol-sequence	Monte Carlo (european-only).

SEE ALSO
       The  source  code  EquityOption.cpp,   BermudanSwaption(1),   Bonds(1),
       CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), Fit-
       tedBondCurve(1),	FRA(1),	 MarketModels(1),  MulticurveBootstrapping(1),
       Replication(1),	Repo(1),  the  QuantLib	 documentation	and website at
       http://quantlib.org.

AUTHORS
       The QuantLib Group (see Contributors.txt).

       This manual page	was added by Dirk Eddelbuettel	<edd@debian.org>,  the
       Debian GNU/Linux	maintainer for QuantLib.

QuantLib		       25 February 2006		       EQUITYOPTION(1)

NAME | SYNOPSIS | DESCRIPTION | SEE ALSO | AUTHORS

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