optstockbyeqp
Price stock option from Equal Probabilities binomial tree
Syntax
Description
[
returns the price of a European, Bermuda, or American stock
option from an Equal Probabilities binomial tree. Price
,PriceTree
]
= optstockbyeqp(EQPTree
,OptSpec
,Strike
,Settle
,ExerciseDates
)
Note
Alternatively, you can use the Vanilla
object to price vanilla options.
For more information, see Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.
[
adds
an optional argument for Price
,PriceTree
]
= optstockbyeqp(___,AmericanOpt
)AmericanOpt
.
Examples
Input Arguments
Output Arguments
More About
Version History
Introduced before R2006aSee Also
eqptree
| instoptstock
| Vanilla
Topics
- Computing Prices Using EQP
- Examining Output from the Pricing Functions
- Computing Equity Instrument Sensitivities
- Graphical Representation of Equity Derivative Trees
- Price European Vanilla Call Options Using Black-Scholes Model and Different Equity Pricers
- Vanilla Option
- Computing Instrument Prices
- Supported Equity Derivative Functions
- Mapping Financial Instruments Toolbox Functions for Equity, Commodity, FX Instrument Objects