equity binomial tree

financepy.products.equity.equity_binomial_tree

Types

EquityTreeExerciseTypes

No description available.

Members

EUROPEAN = 1

AMERICAN = 2

EquityTreePayoffTypes

No description available.

Members

FWD_CONTRACT = 1

VANILLA_OPTION = 2

DIGITAL_OPTION = 3

POWER_CONTRACT = 4

POWER_OPTION = 5

LOG_CONTRACT = 6

LOG_OPTION = 7

Class

EquityBinomialTree

EquityBinomialTree() -> None

No description available.

Methods

value


value(
    self,
    stock_price: float,
    discount_curve: DiscountCurve,
    dividend_curve: DiscountCurve,
    volatility: float,
    num_steps: int,
    value_dt: Date,
    payoff,
    expiry_dt: Date,
    payoff_type,
    exercise_type,
    payoff_params,
)

No description available.

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