Deriscope

The Excel Derivatives Periscope

Products

TreeApproach

BinomialVanilla
Corresponds to the QuantLib BinomialVanilla Engine.
It uses a binomial tree model for pricing all types of options.

This method requires the specification of an object of type
Tree
Trinomial
[Forthcoming] Deriscope version!Corresponds to a forthcoming QuantLib Trinomial Engine.