Equity Forward Start Option
financepy.products.equity.equity_forward_start_option
Classes
EquityForwardStartOption
EquityForwardStartOption(start_dt: financepy.utils.date.Date, final_expiry_dt: financepy.utils.date.Date, opt_type: financepy.utils.global_types.OptionTypes, freq_type: financepy.utils.frequency.FrequencyTypes)
Inherits from: EquityOption
A EquityCliquetOption is an option which starts on t_F and sets the strike to
S(T_F). It expires at time T. This is also known as a reset option.
Methods
value
value(self, value_dt: financepy.utils.date.Date, stock_price: float, discount_curve: financepy.market.curves.discount_curve.DiscountCurve, dividend_curve: financepy.market.curves.discount_curve.DiscountCurve, model: financepy.models.model.Model)
Value the cliquet option as a sequence of options using the Black-
Scholes model.
print_payments
print_payments(self)
No description available.
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Do not edit this file manually.