| THIbdopt |
Bond option pricing |
| THIbdimpv |
Implied volatility for bond options |
| THIbdis |
Implied strike price for bond options |
| THIbdsens |
Bond option price sensitivities |
| THIbinopt |
Binomial model option pricing |
| THIbinimpv |
Implied volatility for binomial model |
| THIbinis |
Implied strike price for binomial model |
| THIbinsens |
Binomial model sensitivities |
| THIblkopt |
Black option model pricing |
| THIblkimpv |
Implied volatility for Black model |
| THIblkis |
Implied strike price for Black model |
| THIblksens |
Black option model sensitivities |
| THIblkedopt |
Black Eurodollar futures option pricing |
| THIblkedimpv |
Implied volatility for Black Eurodollar model |
| THIblkedis |
Implied strike price for Black Eurodollar model |
| THIblkedsens |
Black Eurodollar futures option sensitivities |
| THIbsopt |
Black-Scholes pricing |
| THIbsimpv |
Implied volatility for the Black-Sholes model |
| THIbsis |
Implied strike price for the Black-Sholes model |
| THIbssens |
Black-Scholes sensitivities |
| THIgkopt, THIgkopt4 |
Garman-Kohlhagen option pricing model |
| THIgkimpv, THIgkimpv4 |
Implied volatility for Garman-Kohlhagen model |
| THIgkis, THIgkis4 |
Implied strike price for Garman-Kohlhagen model |
| THIgksens, THIgksens4 |
Garman-Kohlhagen model sensitivities |
| THIjumpopt |
Jump-Diffusion option pricing |
| THIjumpimpv |
Implied volatility for jump-diffusion model |
| THIjumpis |
Implied strike price for jump-diffusion model |
| THIjumpsens |
Jump-Diffusion sensitivities |
| THIrgwopt |
Roll, Geske, and Whaley price of an American call |
| THIrgwimpv |
Implied volatility for Roll, Geske, and Whaley model |
| THIrgwis |
Implied strike price for Roll, Geske, and Whaley model |
| THIrgwsens |
Roll, Geske, and Whaley sensitivities |
| THIwarrant |
Warrant pricing model |
| THIwarrantsens |
Warrant pricing modelsensitivities |
| THIwhaley |
Whaley option pricing model |
| THIwhaleyimpv |
Implied volatility for Whaley model |
| THIwhaleyis |
Implied strike price for Whaley model |
| THIwhaleysens |
Whaley model sensitivities |
| THIvoltcc |
Close-to-close volatility estimation |
| THIvolthl |
High-low volatility estimation |
| THIvolthlc |
High-low-close volatility estimation |
| THIvolthloc |
High-low-open-close volatility estimation |
| THIvoltexp |
Exponentially weighted volatility computation |
| THIoptionver |
Return options module version information |
