Kirk Model
Price and sensitivity for European spread options using Kirk pricing model
Functions
spreadbykirk |
Price European spread options using Kirk pricing model |
spreadsensbykirk |
Calculate European spread option prices or sensitivities using Kirk pricing model |
Examples and How To
- Pricing European and American Spread Options
This example shows how to price and calculate sensitivities for European and American spread options using various techniques.
Concepts
- Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.