Main Content

Leisen-Reimer Tree Analysis

Price and analyze Leisen-Reimer equity instrument

Functions

optstockbylrPrice options on stocks using Leisen-Reimer binomial tree model
optstocksensbylrDetermine option prices or sensitivities using Leisen-Reimer binomial tree model

Examples and How To

Pricing Equity Derivatives Using Trees

Pricing functions calculate the price of any set of supported instruments based on a binary equity price tree, an implied trinomial price tree, or a standard trinomial tree.

Computing Equity Instrument Sensitivities

The delta, gamma, and vega sensitivities that the toolbox computes are dollar sensitivities.

Pricing European Call Options Using Different Equity Models

This example illustrates how the Financial Instruments Toolbox™ is used to price European vanilla call options using different equity models.

Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond

This example demonstrates how to use treeviewer to examine tree information for a Hull-White tree when you price a Europrean callable bond.

Concepts

Supported Equity Derivative Functions

Equity derivative instrument functions supported by Financial Instruments Toolbox™.