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Component |
Resolution - Vanilla Options | Resolution - Utility |
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Brief |
Use this template to value a portfolio of vanilla options on stocks that pay no dividends. |
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Worksheet |
Description |
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FC switches |
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Portfolio |
This sheet contains the option portfolio setup, and displays a breakdown of the value and Greeks for each option. Functions Used oGetRate | oBIN | oBIN_IV | oBS | oBS_IV |
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Analysis |
This sheet contains a summary of the portfolio position. |
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Zero Curve |
This sheet contains the zero curve. |
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Static Data |
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Copyright © 2005 Resolution Financial Software.