bs barrier option

financepy.models.bs_barrier_option

Functions

barrier_option_value


barrier_option_value(
    strike_fx_rate: float,
    barrier_level: float,
    time_to_expiry: float,
    spot_fx_rate,
    domestic_df: float,
    foreign_df: float,
    volatility: float,
    barrier_type: int,
    num_obs_per_year: int,
)

Price scalar or array-valued FX spots while preserving input shape.

Generated automatically from the FinancePy source code. Do not edit this file manually.