Category: Derivatives
Script: ~Finexec_docs/derivatives_docs.ijs
Updated: 2023 05 18
Definitions for the calculation of derivatives eg: options, forward contracts etc.
Scripts
derivatives.ijs
Loads scripts from category: Derivatives
blackscholes.ijs
Black-Scholes option pricing models
Definitions
B
bsGKCurrencyOption
,
bsNonDividend