OptBinVal(iS0, iVola, iRate, iStrike, iType, iClass, iExpiry, iNoSteps)

Pricing function for plain vanilla options using binomial trees

This is a simple (yet quite useful for learning purposes) function that calculates the price of a plain vanilla option (american, european, call and / or put) by using binomial trees.
The output is made of:
- Stock price paths.
- Option price paths.
- Option price at inception.
- Delta values for each node.

Any question about the code will be pleasantly answered @ [e-mail]