EquityOption - Example of using QuantLib to value equity options

       The QuantLib Group (see Contributors.txt).

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

QuantLib                                        25 February 2006                                 EQUITYOPTION(1)

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).

       EquityOption - Example of using QuantLib to value equity options

       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
       https://www.quantlib.org.

EquityOption