finexec: Category: Derivatives


Finexec | Library |
Script: ~addons/finance/finexec/derivatives/derivatives_docs.ijs
Updated: 2022-05-22
Definitions for the calculation of derivatives eg: options, forward contracts etc.

Scripts

blackscholes.ijs Black-Scholes option pricing models

Definitions

B bsGKCurrencyOption, bsNonDividend