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Bond Options Template

Component

Resolution - IRO Pricing

Brief

Use this template to value a bond option using one of several trinomial tree models.

Bond Options

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.

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