Kirk Model

Price and sensitivity for European spread options using Kirk pricing model

Price and analyze spread option instruments using a Kirk model.

Functions

`spreadbykirk`	Price European spread options using Kirk pricing model
`spreadsensbykirk`	Calculate European spread option prices or sensitivities using Kirk pricing model

Pricing European and American Spread Options
This example shows how to price and calculate sensitivities for European and American spread options using various techniques.
Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.