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Component |
Resolution - IRO Pricing |
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Brief |
Use this template to value a bond option using one of several trinomial tree models. |
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Worksheet |
Description |
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Bond Option |
This sheet contains the input parameters and the results of the valuation. Functions Used oIRbondOption_BDT1 | oIRbondOption_BDT2 | oIRbondOption_HL | oIRbondOption_HW | oIRbondOption_BK |
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Curves |
This sheet contains the zero curve, the volatility and the holidays list. |
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