| Class | Description |
|---|
| BinaryOptions |
This XL Service evaluates the pay-off from a Binary option at expiry.
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| EuropeanDelta |
Within this XL Service we consider the evaluation of the Delta of European options on equities, equity indexes, currencies and futures contracts in accordance with the classical Black-Scholes model.
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| EuropeanEvaluation |
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.
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| EuropeanGamma |
Within this XL Service we consider the evaluation of the Gamma of European options on equities, equity indexes, currencies and futures contracts in accordance with the classical Black-Scholes model.
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| EuropeanRho |
Within this XL Service we consider the evaluation of the Rho of European options on equities, equity indexes, currencies and futures contracts in accordance with the classical Black-Scholes model.
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| EuropeanTheta |
Within this XL Service we consider the evaluation of the Theta of a European option on equities, equity indexes, currencies and future contracts in accordance with the classical Black-Scholes model.
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| EuropeanVega |
Within this XL Service we consider the evaluation of the Vega of a European option on equities, equity indexes, currencies and future contracts in accordance with the classical Black-Scholes model.
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| ImpliedVolatility |
This XL Service calculates the implied volatility for a given European (call or put) option.
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| OptionStrategies |
This XL Service evaluates the payoff functions of a number of different option trading strategies.
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| PutCallParity |
Within this XL Service we implement put-call parity relations for: - Vanilla Options where the underlying asset does not pay dividends
- Vanilla options where the underlying asset pays a continuous dividend
- Binary Options where the underlying asset does not pay dividends
.
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| Volatility |
This XL Service consists of a collection of methods for estimating and rescaling the volatility.
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