PC
Market
Strike
Days
Rate
RiskFree
Volatility
AmerEuro
Compute
Default
Option Price
PC
GiveUp Asset
Receive Asset
Maturity
Dividend GiveUp
Dividend Receive
Volatility GiveUp
Compute
Default
Option Price
Days(Receive)
Volatility(Rec)
Type of Option
The Garman-Kolhagen model where Market=1.56 Strike=1.6 (meaning say EUR 156 USD 100).
The Rate is for EUR and RiskFree is the Rate for USD.
There is no error checking and Put or Call has to be entered as uppercase
P or
C
Also American or European Option Style has to be entered as uppercase
A or
E