BasicOptionPricing
The following operations are supported. For a formal definition, please review the Service Description.
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OptionPriceAmericanCallDividend
Calculation of dividend adjusted formula for american call option -
OptionPriceCallBlackScholes
Calculation of the Black Scholes option price -
OptionPriceDeltaCallBlackScholes
Calculation of the The delta of the Black - Scholes -
OptionPriceEuropeanCallDividends
A special case of payouts for the underlying is dividends. -
OptionPriceEuropeanCallPayout
Calculation of the Black Scholes option price formula,special case where the underlying is paying out a yield of YieldOnUnderLying. -
OptionPriceImpliedVolatilityCallBlackScholesNewton
Calculation of the implied volatility of Black Scholes formula using newton steps -
OptionPricePartialsCallBlackScholes
Calculation of the The partial derivatives of the Black - Scholes