| Library: | finance |
| See also: | greeks |
| Quantlet: | greeksaux | |
| Description: | auxiliary quantlet for greeks |
| Usage: | opv = greeksaux(s,k,i,v,t,q,coeff,opt) | |
| Input: | ||
| s | price of the underlying asset | |
| k | exercise price | |
| i | domestic interest rate | |
| v | volatility per year | |
| t | time to expiration | |
| q | cost of carry | |
| coeff | determines which partial derivative should be computed | |
| opt | type of the option: 1 for call, 0 for put | |
| Output: | ||
| opv | the value of the partial derivative | |