EQUITYOPTION(1)

✨ EQUITYOPTION(1) ✨ 🎀

General Commands Manual 💅

💖 NAME 💖

bestie, okay so the name is EquityOption and it's giving "example of using QuantLib to value equity options" 🦋 no cap, it's literally a demo showing off what QuantLib can do with options 📈✨

🧚 SYNOPSIS 🧚

EquityOption

just type the name and vibe 💅 that's the whole thing, no extra flags needed rn 🌸

🌈 DESCRIPTION 🌈

okay so EquityOption is an example of using QuantLib 💜 it's the perfect little showcase for how to price options in code 🔥

for a given set of option parameters, it computes the value of three different equity option types 😭✨ each one has a different exercise feature: european, bermudan, and american 💖 and it runs them through a bunch of different valuation algorithms, so you can compare the results and see who's the real main character 👑

the calculation methods are:

• Black-Scholes 🍓 (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)
• Sobol-sequence Monte Carlo 👑 (european-only)

🎀 SEE ALSO 🎀

ngl this is where you go next if you want more 🫶 check out the source code EquityOption.cpp 💻, plus BermudanSwaption(1), Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), FittedBondCurve(1), FRA(1), MarketModels(1), MulticurveBootstrapping(1), Replication(1), and Repo(1) 🌸 and the QuantLib documentation and website at https://www.quantlib.org 🌐✨

👑 AUTHORS 👑

the QuantLib Group made this, see Contributors.txt for the whole squad 🫶

this manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib 💖 iconic behavior from a legend 🙌

bestie this page was from QuantLib version 25 February 2006 🎀 and it's the EQUITYOPTION(1) page 💅 periodt, stay pretty and keep pricing those options 🦋💖