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Standard Trinomial Tree Analysis

Price and analyze standard trinomial equity instrument

Functions

asianbysttPrice Asian options using standard trinomial tree
barrierbysttPrice barrier options using standard trinomial tree
compoundbysttPrice compound options using standard trinomial tree
sttpricePrice instruments using standard trinomial tree
sttsensInstrument sensitivities and prices using standard trinomial tree
lookbackbysttPrice lookback options using standard trinomial tree
optstockbystt Price vanilla options on stocks using standard trinomial tree
derivgetGet derivatives pricing options
derivsetSet or modify derivatives pricing options

Examples and How To

Concepts