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The Lounge
What is on Your Mind?
What else do you do?
Post 302141265 by sysgate on Thursday 18th of October 2007 10:25:12 AM
10-18-2007
Lots of sports, - european football, basketball, table tennis, billiard 
But mostly I'm attached to the Music - I used to be a radio joker, DJ (still playing a little bit)
But mostly I'm attached to the Music - I used to be a radio joker, DJ (still playing a little bit)
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LEARN ABOUT CENTOS
equityoption
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 Trigeor- gis, 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), Fitted- BondCurve(1), FRA(1), MarketModels(1), Replication(1), Repo(1), SwapValuation(1), the QuantLib documentation and website at http://quantlib.org. AUTHORS
The QuantLib Group (see Authors.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)