bs equity chooser

financepy.models.bs_equity_chooser

Functions

equity_chooser_value


equity_chooser_value(
    t_choose,
    t_call,
    t_put,
    k_c,
    k_p,
    s0,
    df_t,
    df_c,
    df_p,
    dq_t,
    dq_c,
    dq_p,
    rfc,
    qfc,
    rfp,
    qfp,
    vol,
)

Value the complex chooser option using an approach by Rubinstein (1991). See also Haug page 129 for complex chooser options.

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