Within this XL Service we consider the evaluation of the present value of European options on equities, equity indexes, currencies and futures contracts in accordance with the Black-Scholes model.
For a list of all members of this type, see EuropeanEvaluation Members.
System.Object
EuropeanEvaluation
That is, we price the option contract assuming that the volatility, risk free interest rate are fixed during the option life and the underlying asset price change are distributed according to a lognormal distribution.
Namespace: Options
Assembly: XMLDoc (in XMLDoc.dll)
EuropeanEvaluation Members | Options Namespace