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Equity Options - No Dividends Template

Component

Resolution - Vanilla Options | Resolution - Utility

Brief

Use this template to value a portfolio of vanilla options on stocks that pay no dividends.

Equity Options - No Dividends

Worksheet

Description

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FC switches

Portfolio

This sheet contains the option portfolio setup, and displays a breakdown of the value and Greeks for each option.

Functions Used

oGetRate | oBIN | oBIN_IV | oBS | oBS_IV

Analysis

This sheet contains a summary of the portfolio position.

Zero Curve

This sheet contains the zero curve.

Static Data

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