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Calculate barrier option prices or sensitivities using finite difference method

```
[PriceSens,PriceGrid,AssetPrices,Times]
= barriersensbyfd(RateSpec,StockSpec,OptSpec,Strike,Settle,ExerciseDates,BarrierSpec,Barrier)
```

```
[PriceSens,PriceGrid,AssetPrices,Times]
= barriersensbyfd(___,Name,Value)
```

`[`

calculates European and American barrier option prices or sensitivities of a single
underlying asset using the finite difference method. `PriceSens`

,`PriceGrid`

,`AssetPrices`

,`Times`

]
= barriersensbyfd(`RateSpec`

,`StockSpec`

,`OptSpec`

,`Strike`

,`Settle`

,`ExerciseDates`

,`BarrierSpec`

,`Barrier`

)`barrierbyfd`

assumes that the barrier is continuously monitored.

`[`

adds optional name-value pair arguments. `PriceSens`

,`PriceGrid`

,`AssetPrices`

,`Times`

]
= barriersensbyfd(___,`Name,Value`

)`barriersesbyfd`

assumes
that the barrier is continuously monitored.

[1] Hull, J. *Options, Futures and Other Derivatives.* Fourth
Edition. Prentice Hall, 2000, pp. 646–649.

[2] Aitsahlia, F., L. Imhof, and T.L. Lai. “Pricing and hedging
of American knock-in options.” *The Journal of Derivatives.* Vol.
11.3 , 2004, pp. 44–50.

[3] Rubinstein M. and E. Reiner. “Breaking down the barriers.” *Risk.* Vol.
4(8), 1991, pp. 28–35.

`barrierbybls`

| `barrierbyfd`

| `barrierbyls`

| `barriersensbybls`

| `barriersensbyls`