Exotics Functions

Highlights

Asian/Lookback Options
THIavgprice, THIavgpriceq	Price of an average price Asian option
THIavgpricesens, THIavgpriceqsens	Average price Asian option sensitivities
THIavgstrike, THIavgstrikeq, THIavgstrike2	Price of an average strike Asian option
THIavgstrikesens, THIavgstrikeqsens, THIavgstrike2sens	Average strike Asian option sensitivities
THIlookback, THIlookackq	Price of a European lookback option
THIlookbacksens, THIlookbackqsens	Lookback option sensitivities
THIquanto	Price of a quanto (fixed exchange rate) option
THIquantosens	Quanto (fixed exchange rate) options sensitivities
THIcntgnt	Premium for a contingent premium option
THIcntgntpr	Price for a (pre-existing) contingent premium option
THIcntgntsens, THIcntgntsens1	Contingent premium option sensitivities
THIasianver	Return Asian/Lookback module version information

Barrier/Binary Options
THIdownin	Price of a down-and-in barrier option
THIdowninsens	Down-and-in barrier option sensitivities
THIdownout	Price of a down-and-in barrier option
THIdownoutsens	Down-and-out barrier option sensitivities
THIupin	Price of a up-and-in barrier option
THIupinsens	Up-and-in barrier option sensitivities
THIupout	Price of a up-and-out barrier option
THIupoutsens	Up-and-out barrier option sensitivities
THIconth	Price of a cash-or-nothing binary option
THIconthsens	Cash-or-nothing binary option sensitivities
THIaonth	Price of an asset-or-nothing binary option
THIaonthsens	Asset-or-nothing binary option sensitivities
THIgap	Price of a gap option
THIgapsens	Gap option sensitivities
THIsuper	Price of a supershare
THIsupersens	Supershare sensitivities
THIotchit	Price of a one-touch cash-at-hit option
THIotchitsens	One-touch cash-at-hit option sensitivities
THIotahit	Price of a one-touch asset-at-hit option
THIotahitsens	One-touch Asset-at-hit option sensitivities
THIotcexp	Price of a one-touch cash-at-expiration option
THIotcexpsens	One-touch cash-at-expiration option sensitivities
THIotaexp	Price of a one-touch asset-at-expiration option
THIotaexpsens	One-touch asset-at-expiration option sensitivities
THIdblkickin	Price of a double barrier kick-in option
THIdblkickinsens	Sensitivities for a double barrier kick-in option
THIdblknockout	Price of a double barrier knock-out option
THIdblkosens	Sensitivities for a double barrier knock-out option
THIdblnotouch	Price of a double barrier no-touch option
THIdblnotchsens	Sensitivities for a double barrier no-touch option
THIdblotchit	Price of a double barrier one-touch cash-at-hit option
THIdblotchitsens	Sensitivities for a double barrier one-touch cash-at-hit option
THIdblotcexp	Price of a double barrier one-touch cash-at-expiration option
THIdblotcexpsens	Sensitivities for a double barrier one-touch cash-at-expiration option
THIdblotahit	Price of a double-barrier one-touch asset at hit option
THIdblotahitsens	Sensitivities for a double-barrier one-touch asset at hit option
THIdblotaexp	Price of a double-barrier one-touch asset at expiration option
THIdblotaexpsens	Sensitivities for a double-barrier one-touch asset at expiration option
THIaonupin	Price of a asset-or-nothing up-and-in digital barrier option.
THIaonupinsens	Sensitivities for asset-or-nothing up-and-in options.
THIaonupout	Price of a asset-or-nothing up-and-out digital barrier option.
THIaonupoutsens	Sensitivities for asset-or-nothing up-and-out options.
THIaondwnin	Price of a asset-or-nothing down-and-in digital barrier option.
THIaondwninsens	Sensitivities for asset-or-nothing down-and-in options.
THIaonupin	Price of a asset-or-nothing up-and-in digital barrier option.
THIaonupinsens	Sensitivities for asset-or-nothing up-and-in options.
THIconupin	Price of a cash-or-nothing up-and-in digital barrier option.
THIconupinsens	Sensitivities for cash-or-nothing up-and-in options.
THIconupout	Price of a cash-or-nothing up-and-out digital barrier option.
THIconupoutsens	Sensitivities for cash-or-nothing up-and-out options.
THIcondwnin	Price of a cash-or-nothing down-and-in digital barrier option.
THIcondwninsens	Sensitivities for cash-or-nothing down-and-in options.
THIconupin	Price of a cash-or-nothing up-and-in digital barrier option.
THIconupinsens	Sensitivities for cash-or-nothing up-and-in options.
THIbinbarrver	Return Barrier/Binary module version information

Multiple Asset Options
THIbasket	Price of a basket option
THIbasketsens	Basket option sensitivities
THIbasketoftwo	Price of a two-item basket option
THIbasketof2sens	Two-item basket option sensitivities
THIgbasket	Price of a generalized basket option
THIgbasketsens	Generalized basket option sensitivities
THIcorrexp	Exponentially weighted asset correlation
THIrmax	Price of a maximum of two option
THIrmaxsens	Maximum of two rainbow option sensitivities
THIrmin	Price of a minimum of two option
THIrminsens	Minimum of two rainbow option sensitivities
THIexch	Price of a European exchange option
THIexchsens	European exchange option sensitivities
THIbinexch	Price of an American Exchange option
THIbinexchsens	American exchange option sensitivities
THIspread	Price of a European spread option
THIspreadsens	Spread option sensitivities
THIgap2	Price of a corelation gap option
THIgap2sens	Correlation gap option sensitivities
THImassetver	Return Multiple Asset module version information

Multiple Exercise Options
THIcompound	Price of a compound option
THIcompoundsens	Compound option sensitivities
THIchooser	Price of a chooser option
THIchoosersens	Chooser option sensitivities
THIchooserc	Price of a complex chooser option
THIchoosercsens	Complex chooser option sensitivities
THIcliquet	cliquet option price
THIcliquetsens	Cliquet option sensitivities
THIfstart	Price of a forward start option
THIfstartsens	Forward start option sensitivities
THIbermudan	Price of a Bermudan option
THIbermudansens	Bermudan option sensitivities
THIgenbinopt	General binomial pricing model
THIgenbinsens	Sensitivities for general binomial model
THIswing, THIswing1	Price of a swing option
THIswingsens, THIswingsens1	Swing option sensitivities
THIshout	Price of a shout option
THIshoutsens	Shout option sensitivities
THImtimever	Return Multiple Exercise module version information