Get derivatives pricing options
Value = derivget(Options,'
Parameter
')
| Existing options specification structure, probably created
from previous call to |
| Must be |
Value = derivget(Options,'
extracts the value of the named parameter from the derivative options
structure Parameter
') Options
. Parameter values can be 'off'
or 'on'
,
except for 'BarrierMethod'
, which can be 'unenhanced'
or 'interp'
.
Specifying 'unenhanced'
uses no correction calculation.
Specifying 'interp'
uses an enhanced valuation
interpolating between nodes on barrier boundaries.
Example 1. Create an Options
structure with the value of Diagnostics
set to 'on'
.
Options = derivset('Diagnostics','on')
Use derivget
to extract the value of Diagnostics
from
the Options
structure.
Value = derivget(Options, 'Diagnostics')
Value = on
Example 2. Use derivget
to
extract the value of ConstRate
.
Value = derivget(Options, 'ConstRate')
Value = on
Because the value of 'ConstRate'
was not
previously set with derivset
,
the answer represents the default setting for 'ConstRate'
.
Example 3. Find the value of 'BarrierMethod'
in
this structure.
derivget(Options ,'BarrierMethod')
ans = unenhanced