Price compound options using standard trinomial tree
[
prices
compound options using a standard trinomial (STT) tree.Price
,PriceTree
]
= compoundbystt(STTTree
,UOptSpec
,UStrike
,USettle
,UExerciseDates
,UAmericanOpt
,COptSpec
,CStrike
,CSettle
,CExerciseDates
)
[
adds
an optional name-value pair argument for Price
,PriceTree
]
= compoundbystt(___,Name,Value
)CAmericanOpt
.
instcompound
| sttprice
| sttsens
| stttimespec
| stttree