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Equity Options - Discrete Dividends Template

Component

Resolution - Vanilla Options | Resolution - Utility

Brief

Use this template to value a vanilla option on a stock that pays discrete dividends.

Equity Options - Discrete Dividends

Worksheet

Description

.

Option Analysis

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

Functions Used

oGetRate | oBIN2 | oBSdd

Zero Curve

This sheet contains the zero curve.

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