asiansensbylevy
Calculate prices or sensitivities of European arithmetic Asian options using Levy model
Syntax
Description
returns European average pricing or sensitivities for arithmetic Asian options using the
Levy model.PriceSens
= asiansensbylevy(RateSpec
,StockSpec
,OptSpec
,Strike
Settle
,ExerciseDates
)
Note
Alternatively, you can use the Asian
object to calculate
prices or sensitivities for Asian options. For more information, see Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments.
adds optional name-value pair arguments.PriceSens
= asiansensbylevy(___,Name,Value
)