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Currency Options Template

Component

Resolution - Vanilla Options | Resolution - Utility

Brief

Use this template to value a vanilla currency option.

Currency Options

Worksheet

Description

.

Option Analysis

This is the main sheet of the template, and is where the results will be displayed.

Functions Used

oGetRate | oGK | oBAW

Zero Curve (Call CCY)

This sheet contains the zero curve.

Zero Curve (Put CCY)

This sheet contains the zero curve.

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