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The annualized, continuously compounded rate term structure. For information on the interest rate specification, see intenvset. NINST -by- 1 vector of settlement or trade dates. NINST -by- 1 cell array of character vectors with values of 'call' or 'put'. NINST -by- 1 vector of strike price values. NINST -by- 1 vector of payoff values or the amount to be paid at expiration.
Using this data, calculate the price of the call and put cash-or-nothing options on the futures contract. First, create the RateSpec:. Choose your country to get translated content where available and see local events and offers.
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Arguments RateSpec The annualized, continuously compounded rate term structure. Maturity, OptSpec, Strike, Payoff. Was this topic helpful? Select Your Country Choose your country to get translated content where available and see local events and offers.
NINST -by- 1 vector of maturity dates.More...