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Component |
Resolution - Vanilla Options | Resolution - Utility |
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Brief |
Use this template to value a vanilla currency option. |
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Worksheet |
Description |
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Option Analysis |
This is the main sheet of the template, and is where the results will be displayed. Functions Used oGetRate | oGK | oBAW |
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Zero Curve (Call CCY) |
This sheet contains the zero curve. |
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Zero Curve (Put CCY) |
This sheet contains the zero curve. |
Copyright © 2005 Resolution Financial Software.