WebCab XL Community Edition

EuropeanEvaluation.CallWithYield Method (Double, Double, Double, Double, Double, Double)

Calculates the present value of a European call option where the underlying asset pays a continuous dividend.

public double CallWithYield(
   double Yield,
   double StockPrice,
   double Strike,
   double RiskFreeRate,
   double Volatility,
   double TimeToMaturity
);

Parameters

Yield
The continuous dividend yield paid by the underlying asset given in decimal format (i.e. 1 percent = 0.01).
StockPrice
The present value of the stock on which the option contract depends.
Strike
The strike price of the call option.
RiskFreeRate
The continuously compounded risk free interest rate given in decimal format (i.e. 1 percent = 0.01).
Volatility
The volatility of the asset price given in decimal format (i.e. 1 percent = 0.01).
TimeToMaturity
The time (in years) to the maturity of the option contract.

Remarks

The full name of this function inside Excel is Option_EuropeanEvaluation_CallWithYield_ByTimeSpans.

See Also

EuropeanEvaluation Class | Options Namespace | EuropeanEvaluation.CallWithYield Overload List | Evaluates the present value of the call option on an asset which pays dividends (or other payments) as discrete time intervals.