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Implied Trinomial Tree Analysis

Price and analyze implied trinomial equity instrument

The implied trinomial tree (ITT) model is a framework for pricing equity options that extends the traditional binomial tree model by incorporating a trinomial structure. This model allows for three possible price movements at each node in the tree: an upward movement, a downward movement, and a stay-at-the-same price movement. Price and analyze equity option instruments using an ITT tree model with the following functions:

Functions

asianbyittPrice Asian options using implied trinomial tree (ITT)
barrierbyittPrice barrier options using implied trinomial tree (ITT)
compoundbyittPrice compound option from implied trinomial tree (ITT)
ittpricePrice instruments using implied trinomial tree (ITT)
ittsensInstrument sensitivities and prices using implied trinomial tree (ITT)
lookbackbyittPrice lookback option using implied trinomial tree (ITT)
optstockbyittPrice options on stocks using implied trinomial tree (ITT)
derivgetGet derivatives pricing options
derivsetSet or modify derivatives pricing options

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