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分类 |
函数名 |
说明 |
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BAW定价 |
Black_Scholes_America(ContractType,OptionType,S,X,R,Std,T,q) |
期权定价 |
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Black_Scholes_America_Price(ContractType,OptionType,S,X,R,Std,T,q,ReturnType) |
期权价值 |
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Black_Scholes_America_Delta(ContractType,OptionType,S,X,R,Std,T,q) |
Delta |
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Black_Scholes_America_Gamma(ContractType,OptionType,S,X,R,Std,T,q) |
Gamma |
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Black_Scholes_America_Theta(ContractType,OptionType,S,X,R,Std,T,q) |
Theta |
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Black_Scholes_America_Vega(ContractType,OptionType,S,X,R,Std,T,q) |
Vega |
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Black_Scholes_America_Rho(ContractType,OptionType,S,X,R,Std,T,q) |
Rho |
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隐含波动率 |
B_SOfStock_IV(OptionType,S,X,F,Close_,T) |
BS定价隐含波动率 |
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Black_Scholes_America_IV(ContractType,OptionType,S,X,R,OptionPrice,T,q,sigma_seed,accuracy,maxIterations) |
BAW定价隐含波动率 |
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其他函数 |
OptionBlackScholesPrice2(ContractType,OptionType,S,X,R, Std,T,RF) |
BS期权定价 |
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OptionImpliedVolatilitylu2(ContractType,OptionType,S,X,R,Close_,T,RF,LB,UB) |
隐含波动率1 |
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OptionImpliedVolatility2(ContractType,OptionType,S,X,R, Close_,T,RF) |
隐含波动率2 |
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OptionBlackScholesRI2(ContractType,OptionType,S,X,R, Std,T,RF) |
BS法风险指标 |
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OptionBlackScholesDELTA2(ContractType,OptionType,S,X,R, Std,T,RF) |
BS法Delta |