Calculates prices, sensitivities & implied volatilities of Exotic options, including Average price (Asian), Barrier & double Barrier (Knock-out & Knock-ins), Quanto Basket Asian options, Digital, Compound, Contingent, Ladder, Lookback & one & two Touch options on bonds, commodities, currencies, futures & shares (including constant dividend streams & discrete dividend payments). Windows Barriers also supported (up
Calculates prices, sensitivities & implied volatilities of Exotic options, including Average price (Asian), Barrier & double Barrier (Knock-out & Knock-ins), Quanto Basket Asian options, Digital, Compound, Contingent, Ladder, Lookback & one & two Touch options on bonds, commodities, currencies, futures & shares (including constant dividend streams & discrete dividend payments). Windows Barriers also supported (up front, in middle or at end). For maximum flexibility & sensitivity testing, it allows the user to choose either a numerical (e.g. binomial tree) algorithm or a flexible Monte Carlo simulation algorithm.