Equity-Based Derivatives

The toolbox also provides functions to create and manage various equity-based derivatives, including the following:

Asian options
Barrier options
Basket options
Compound options
Convertible bonds
Digital options
Lookback options
Rainbow options
Vanilla stock options (put and call options)

The toolbox also provides pricing and sensitivity routines for these instruments. (See Pricing Equity Derivatives Using Trees, Equity Derivatives Using Closed-Form Solutions, and Basket Option.)

See Also

instasian | instbarrier | instcbond | instcompound | instlookback | instoptstock

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