Equity Crr Tree
financepy.models.equity_crr_tree
Functions
crr_tree_val_avg
crr_tree_val_avg(stock_price: float, interest_rate: float, dividend_rate: float, volatility: float, num_steps_per_year: int, time_to_expiry: float, opt_type: int, strike_price: float) -> Dict[str, Any]
Calculate the average values off the tree using an even and an odd
number of time steps.
Generated automatically from the FinancePy source code.
Do not edit this file manually.