File: //usr/lib64/libreoffice/program/resource/pricingen-US.res
� � � � , ,Pricing of a barrier option spot 4 4Price/value of the underlying asset vol : :Annual volatility of the underlying asset r 8 8Interest rate (continuously compounded) rf @ @Foreign interest rate (continuously compounded)
T 8 8Time to maturity of the option in years strike
, ,Strike level of the option barrier_low > >Lower barrier (set to 0 for no lower barrier) barrier_up > >Upper barrier (set to 0 for no upper barrier) rebate D DAmount of money paid at maturity if barrier was hit put/call F FString to define if the option is a (p)ut or a (c)all knock in/out T TString to define if the option is of type knock-(i)n or knock-(o)ut barrier_type n nString to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity greek Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f) � f 4 4Pricing of a touch/no-touch option spot 4 4Price/value of the underlying asset vol : :Annual volatility of the underlying asset r 8 8Interest rate (continuously compounded) rf @ @Foreign interest rate (continuously compounded)
T 8 8Time to maturity of the option in years barrier_low
> >Lower barrier (set to 0 for no lower barrier) barrier_up > >Upper barrier (set to 0 for no upper barrier) " "foreign/domestic � �String to define if the option pays one unit of (d)omestic currency (cash or nothing) or (f)oreign currency (asset or nothing) knock in/out h hString to define if the option is of type knock-(i)n (touch) or knock-(o)ut (no-touch) barrier_type n nString to define whether the barrier is observed (c)ontinuously or only at the (e)nd/maturity greek Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f) � B d dProbability that an asset hits a barrier assuming it follows dS/S = mu dt + vol dW spot 6 6Price/value S of the underlying asset vol : :Annual volatility of the underlying asset drift 6 6Parameter mu in dS/S = mu dt + vol dW T " "Time to maturity
barrier_low > >Lower barrier (set to 0 for no lower barrier) barrier_up
> >Upper barrier (set to 0 for no upper barrier) � � L LProbability that an asset will at maturity end up between two barrier levels, assuming it follows dS/S = mu dt + vol dW (if the last two optional parameters (strike, put/call) are specified, the probability of S_T in [strike, upper barrier] for a call and S_T in [lower barrier, strike] for a put will be returned) spot * *Price/value of the asset vol 0 0Annual volatility of the asset drift 8 8Parameter mu from dS/S = mu dt + vol dW T * *Time to maturity in years
barrier_low > >Lower barrier (set to 0 for no lower barrier) barrier_up
> >Upper barrier (set to 0 for no upper barrier) put/call 0 0Optional (p)ut/(c)all indicator strike & &Optional strike level � � � OPT_BARRIER � OPT_TOUCH � OPT_PROB_HIT � " "OPT_PROB_INMONEY � � � y $ $ OPT_BARRIER � y " " OPT_TOUCH � y & & OPT_PROB_HIT � y * * OPT_PROB_INMONEY � � " � � � � | 4