Provided by: quantlib-examples_1.15-1_amd64 bug

NAME

       EquityOption - Example of using QuantLib to value equity options

SYNOPSIS

       EquityOption

DESCRIPTION

       EquityOption is an example of using QuantLib.

       For  a  given  set  of  option parameters, it computes the value of three different equity
       options types (with european, bermudan and american  exercise  features)  using  different
       valuation algorithms.

       The calculation methods are Black-Scholes (for european options only), Barone-Adesi/Whaley
       (american-only), Bjerksund/Stensland (american), Integral (european), Finite  differences,
       Binomial  Jarrow-Rudd,  Binomial Cox-Ross-Rubinstein, Additive equiprobabilities, Binomial
       Trigeorgis, Binomial Tian, Binomial Leisen-Reimer, crude Monte Carlo  (european-only)  and
       Sobol-sequence Monte Carlo (european-only).

SEE ALSO

       The source code EquityOption.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), CDS(1),
       ConvertibleBonds(1),  DiscreteHedging(1),  FittedBondCurve(1),  FRA(1),   MarketModels(1),
       MulticurveBootstrapping(1),   Replication(1),  Repo(1),  the  QuantLib  documentation  and
       website at http://quantlib.org.

AUTHORS

       The QuantLib Group (see Contributors.txt).

       This manual page was added by Dirk Eddelbuettel  <edd@debian.org>,  the  Debian  GNU/Linux
       maintainer for QuantLib.