EuroPut_ZC_PriceDistribution: EuroPut_ZC_PriceDistribution method

Description Arguments

Description

Get a distribution for EuroPut ZC price.

Arguments

t

Date of pricing (has to be an integer)

T

Date of maturity

s

Date of maturity for the underlying

Strike

Strike of the option


ESG documentation built on May 30, 2017, 12:34 a.m.