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Binary Barrier Options Template

Component

Resolution - Exotic Options

Brief

Use this template to calculate the option value and Greeks for a binary barrier option, using Reiner and Rubinstein's (1991) method.

Binary Barrier Options

Worksheet

Description

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Option Analysis

This sheet contains the input parameters and the results of the valuation.

Functions Used

oX_AdjustBarrier | oX_BinaryBarrier

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