Create BlackScholes
model object for an
Asian
, Barrier
,
DoubleBarrier
, Lookback
,
Spread
, Vanilla
, Touch
,
DoubleTouch
, or Binary
instrument
Create and price a Vanilla
, Lookback
,
Barrier
, DoubleBarrier
Asian
, Spread
, Touch
,
DoubleTouch
, or Binary
instrument object with
a BlackScholes
model using this workflow:
Use fininstrument
to create a Vanilla
,
Lookback
,
Barrier
,
Asian
, Spread
,
DoubleBarrier
, Binary
,
Touch
, or
DoubleTouch
instrument object.
Use finmodel
to specify
the BlackScholes
model object for a
Vanilla
, Lookback
,
Barrier
, DoubleBarrier
,
Asian
, Spread
,
Touch
, DoubleTouch
, or
Binary
instrument.
Use finpricer
to
specify a supported pricing method. For more information on the available
pricing methods for the Vanilla
,
Lookback
, Barrier
,
DoubleBarrier
, Asian
,
Spread
, Touch
,
DoubleTouch
, or Binary
instrument
when using a BlackScholes
model, see Choose Instruments, Models, and Pricers.
For more information on this workflow, see Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.
For more information on the available pricing methods for a
Vanilla
, Lookback
, Barrier
,
DoubleBarrier
, Asian
,
Spread
, Touch
, DoubleTouch
,
or Binary
instrument when using a BlackScholes
model, see Choose Instruments, Models, and Pricers.
creates a BlackScholesModelObj
= finmodel(ModelType
,'Volatility
',volatility_value)BlackScholes
model object by specifying
ModelType
and sets the properties for the
required name-value pair argument Volatility
.
sets optional properties using
additional name-value pairs in addition to the required arguments in the
previous syntax. For example, BlackScholesModelObj
= finmodel(___,Name,Value
)BlackScholesModelObj =
finmodel("BlackScholes",'Volatility',0.032)
creates a
BlackScholes
model object. You can specify multiple
name-value pair arguments.