Text [ en-US ] = "Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f)";
};
};
};
Resource PRICING_FUNCDESC_OptTouch
{
Resource PRICING_FUNCDESC_OptTouch
{
String 1 // description
{
Text [ en-US ] = "Pricing of a touch/no-touch option";
Text [ en-US ] = "Optional parameter, if left out then the function simply returns the option price; if set, the function returns price sensitivities (Greeks) to one of the input parameters; possible values are (d)elta, (g)amma, (t)heta, v(e)ga, v(o)lga, v(a)nna, (r)ho, rho(f)";
};
};
};
Resource PRICING_FUNCDESC_OptProbHit
{
Resource PRICING_FUNCDESC_OptProbHit
{
String 1 // description
{
Text [ en-US ] = "Probability that an asset hits a barrier assuming it follows dS/S = mu dt + vol dW";
Text [ en-US ] = "Upper barrier (set to 0 for no upper barrier)";
};
};
};
Resource PRICING_FUNCDESC_OptProbInMoney
{
Resource PRICING_FUNCDESC_OptProbInMoney
{
String 1 // description
{
Text [ en-US ] = "Probability that an asset will at maturity end up between two barrier levels, assuming it follows dS/S = mu dt + vol dW (if the last two optional parameters (strike, put/call) are specified, the probability of S_T in [strike, upper barrier] for a call and S_T in [lower barrier, strike] for a put will be returned)";