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Implied Trinomial Tree Analysis

Price and analyze implied trinomial equity instrument

Functions

asianbyittPrice Asian options using implied trinomial tree (ITT)
barrierbyittPrice barrier options using implied trinomial tree (ITT)
compoundbyittPrice compound option from implied trinomial tree (ITT)
ittpricePrice instruments using implied trinomial tree (ITT)
ittsensInstrument sensitivities and prices using implied trinomial tree (ITT)
lookbackbyittPrice lookback option using implied trinomial tree (ITT)
optstockbyittPrice options on stocks using implied trinomial tree (ITT)
derivgetGet derivatives pricing options
derivsetSet or modify derivatives pricing options

Examples and How To

Concepts