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touchbybls
Price one-touch and no-touch binary options using Black-Scholes option pricing model
Description
calculates one-touch and no-touch binary options using the Black-Scholes option pricing model.Price
= touchybls(RateSpec
,StockSpec
,Settle
,Maturity
,BarrierSpec
,Barrier
,Payoff
)
Note
Alternatively, you can use the Touch
object to price one
touch options. For more information, see Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.
Examples
Input Arguments
Output Arguments
More About
References
[1] Haug, E. The Complete Guide to Option Pricing Formulas. McGraw-Hill Education, 2007.
[2] Wystup, U. FX Options and Structured Products. Wiley Finance, 2007.