EquityOption.1

.\" Man page contributed by Dirk Eddelbuettel <edd@debian.org>
.\" and released under the Quantlib license
.TH EQUITYOPTION 1 "25 February 2006" QuantLib
.SH NAME
EquityOption - Example of using QuantLib to value equity options
.SH SYNOPSIS
.B EquityOption
.SH DESCRIPTION
.PP
.B EquityOption
is an example of using \fIQuantLib\fP.

For a given set of option parameters, it computes the value of three
different equity options types (with european, bermudan and american exercise
features) using different valuation algorithms.

The calculation methods are Black-Scholes (for european options only),
Barone-Adesi/Whaley (american-only), Bjerksund/Stensland (american), Integral
(european), Finite differences, Binomial Jarrow-Rudd, Binomial
Cox-Ross-Rubinstein, Additive equiprobabilities, Binomial Trigeorgis,
Binomial Tian, Binomial Leisen-Reimer, crude Monte Carlo (european-only) and
Sobol-sequence Monte Carlo (european-only).

.SH SEE ALSO
The source code
.IR EquityOption.cpp ,
.BR BermudanSwaption (1),
.BR Bonds (1),
.BR CallableBonds (1),
.BR CDS (1),
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR FittedBondCurve (1),
.BR FRA (1),
.BR MarketModels (1),
.BR MulticurveBootstrapping (1),
.BR Replication (1),
.BR Repo (1),
the QuantLib documentation and website at
.IR https://www.quantlib.org .

.SH AUTHORS
The QuantLib Group (see
.IR Contributors.txt ).

This manual page was added by Dirk Eddelbuettel <edd@debian.org>,
the Debian GNU/Linux maintainer for
.BR QuantLib .