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Futures Option Portfolio Template

Component

Resolution - Vanilla Options

Brief

Use this template to value a portfolio of vanilla options on futures.

Futures Option Portfolio

Worksheet

Description

.

Option Analysis

This is the main sheet of the template, and is where the results will be displayed. This sheet contains controls for adding, editing and deleting options from the portfolio.

Functions Used

oGBS

ZeroCurve

This sheet contains the zero curve.

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