Highlights from
Option Pricing Demo
- blsapp2() BLSAPP2 Option Pricing Tool # 2
- blsapp2() BLSAPP2 Option pricing application - Modification # 2
- blsmaincall2(Request) BLSMAINCALL2 Main callback switchyard for BLSAPP2 application
- blsmaincall3(Request) BLSMAINCALL3 Main callback switchyard for BLSAPP3 application
- blsbtyval(SpotPrice, ... BLSBTYVAL Butterfly value over a range of spot prices and times to expiry
- blsmaincall(Request) Run specific subroutines passed on the callback request
- blsstrval(SpotPrice, ... BLSSTRVAL Straddle value over a range of spot prices and times to expiry
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Option Pricing Demo
24 Feb 2004 (Updated 03 Mar 2004) Demo of an option pricing tool |
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