Registration proposal Post: 302854485

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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)