WebCab XL Community Edition

EuropeanEvaluation.PutWithYield Method (Double, Double, Double, Double, Double, DateTime, DateTime, String)

Evaluates the present value of a European put option where the underlying asset pays a continuous dividend.

public double PutWithYield(
   double Yield,
   double StockPrice,
   double Strike,
   double RiskFreeRate,
   double Volatility,
   DateTime EvaluationDate,
   DateTime MaturityDate,
   string CalendarName
);

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 put option.
RiskFreeRate
The continuously compounded risk free interest rate expressed in decimal format (i.e. 1 percent = 0.01).
Volatility
The volatility of the stock or asset price given in decimal format (i.e. 1 percent = 0.01).
EvaluationDate
The evaluation date of the option.
MaturityDate
The date when the option contract matures.
CalendarName
(Optional) The name of one of the implemented business calendars, "London" by default.

Remarks

The full name of this function inside Excel is Option_EuropeanEvaluation_PutWithYield.

See Also

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