Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: finance
See also: american asset bs1 bitree mcmillan optstart volatility

Quantlet: european
Description: starting program to calculate option prices or implied volatilities for European options.

Usage: european()

Example:
library("finance")
european()

Result:
Opens interactive menus where you are asked to specify
the characteristics of your option, i.e. the underlying,
the type of dividend payment, the type of option etc.
and to enter its features like strike price, current
interest rate etc. The option price will then be
	calculated and displayed in the output window.



Author: D. Feldmann, S. Sperlich, W. Haerdle, 19970217 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006