05-22-2008
what about staples of american "male" diet?
steak and beer
fritos (chips) and coca-cola
those are both rather distinctly american.
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LEARN ABOUT DEBIAN
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)