Component |
Resolution - IRO Pricing |
||||||
Brief |
Use this template to value a bond option using one of several trinomial tree models. |
Worksheet |
Description |
. |
|
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 |
Curves |
This sheet contains the zero curve, the volatility and the holidays list. |
Copyright 2013 Hedgebook Ltd.