标题:
【Option Price】
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作者:
龙听
时间:
2022-11-3 11:56
标题:
【Option Price】
inputs:
MyAssetType( 1 ),
ExpMonth_MM( 0 ),
ExpYear_YYYY( 0 ),
StrikePr( 0 ),
Rate100( 0 ),
Yield100( 0 ),
ForeignRate100( 0 ),
Volty100( 0 ),
PutCall( Put ),
EuroAmer01( 0 ) ;
variable: var0( 0 ) ;
var0 = ExpYear_YYYY - 1900;
Plot1( OptionPrice(
MyAssetType,
DaysToExpiration( ExpMonth_MM, var0 ),
StrikePr,
Close,
Rate100,
Yield100,
ForeignRate100,
Volty100,
PutCall,
EuroAmer01 ), "OptPrice" ) ;
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