Stock Option


Stock Option is a direct subtype of Vanilla Option
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with functions Stock Option Functions, keys Stock Option keys and example object MSFTOpt

TYPE INCLUSION RELATIONSHIPS

Vanilla Option

Stock Option

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AVAILABLE FUNCTIONS

Create

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AVAILABLE CREATE FUNCTION KEYS

Stock

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TYPICAL OBJECTS OF TYPE Stock Option

MSFTOpt

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This type represents a specialization where the underlying is a Stock.

The pricing methodology is specified in Model[Vanilla Option]

The following labels may be assigned to the key Output of the Price function in order for the latter to return the respective quantities.
List of valid values:
Delta
Refers to the output of QuantLib's delta function.


Gamma
Refers to the output of QuantLib's gamma function.


Price

The output is a number that represents the price - also known as NPV (Net Present Value) - of the referenced tradable as of the trade date
Note the applicable trade date equals the global trade date, except if overridden by the optional entry As Of
The cash flows occurring on the trade date are included only if Trade Date CFs is set to TRUE


Rho
Refers to the output of QuantLib's rho function.


Theta
Refers to the output of QuantLib's theta function.


Vega
Refers to the output of QuantLib's vega function.