assetbybls | Determine price of asset-or-nothing digital options using Black-Scholes model |
assetsensbybls | Determine price or sensitivities of asset-or-nothing digital options using Black-Scholes model |
barrierbybls | Price European barrier options using Black-Scholes option pricing model |
barriersensbybls | Calculate price or sensitivities for European barrier options using Black-Scholes option pricing model |
dblbarrierbybls | Price European double barrier options using Black-Scholes option pricing model |
dblbarriersensbybls | Calculate prices and sensitivities for European double barrier options using Black-Scholes option pricing model |
touchbybls | Price one-touch and no-touch binary options using Black-Scholes option pricing model |
touchsensbybls | Calculate price or sensitivities for one-touch and no-touch binary options using Black-Scholes option pricing model |
dbltouchbybls | Price double one-touch and double no-touch binary options using Black-Scholes option pricing model |
dbltouchsensbybls | Calculate prices and sensitivities for double one-touch and double no-touch binary options using Black-Scholes option pricing model |
cashbybls | Determine price of cash-or-nothing digital options using Black-Scholes model |
cashsensbybls | Determine price or sensitivities of cash-or-nothing digital options using Black-Scholes model |
chooserbybls | Price European simple chooser options using Black-Scholes model |
gapbybls | Determine price of gap digital options using Black-Scholes model |
gapsensbybls | Determine price or sensitivities of gap digital options using Black-Scholes model |
impvbybls | Determine implied volatility using Black-Scholes option pricing model |
optstockbybls | Price options using Black-Scholes option pricing model |
optstocksensbybls | Determine option prices or sensitivities using Black-Scholes option pricing model |
supersharebybls | Determine price of supershare digital options using Black-Scholes model |
supersharesensbybls | Determine price or sensitivities of supershare digital options using Black-Scholes model |
Equity Derivatives Using Closed-Form Solutions
Financial Instruments Toolbox™ supports four types of closed-form solutions and analytical approximations to calculate price and sensitivities.
Pricing European Call Options Using Different Equity Models
This example illustrates how the Financial Instruments Toolbox™ is used to price European vanilla call options using different equity models.
Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.