Browsing Friulian translation

26.

@FUNCTION=OPT_SPREAD_APPROX
@SYNTAX=OPT_SPREAD_APPROX(call_put_flag,fut_price1,fut_price2,strike,time, rate,volatility1,volatility2,rho)
@DESCRIPTION=OPT_SPREAD_APPROX models the theoretical price of a European option on the spread between two futures contracts.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@fut_price1 & @fut_price2 are the prices of the two futures contracts.
@strike is the strike price at which the option is struck
@time is the initial maturity of the option in years.
@rate is the annualized risk-free rate of interest.
@volatility1 & @volatility2 are the annualized volatility in price of the underlying futures contracts.
@rho is the correlation between the two futures contracts.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA

27.

@FUNCTION=OPT_FLOAT_STRK_LKBK
@SYNTAX=OPT_FLOAT_STRK_LKBK(call_put_flag,spot,spot_min,spot_max,time,rate,cost_of_carry,volatility)
@DESCRIPTION=OPT_FLOAT_STRK_LKBK models the theoretical price of an option where the holder of the option may exercise on expiry at the most favourable price observed during the options life of the underlying asset.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@spot is the spot price of the underlying asset.
@spot_min is the minimum spot price of the underlying asset so far observed.
@spot_max is the maximum spot price of the underlying asset so far observed.
@time is the initial maturity of the option in years.
@rate is the annualized risk-free rate of interest.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
@volatility is the annualized volatility in price of the underlying asset.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA

28.

@FUNCTION=OPT_FIXED_STRK_LKBK
@SYNTAX=OPT_FIXED_STRK_LKBK(call_put_flag,spot,spot_min,spot_max,strike,time,rate,cost_of_carry,volatility)
@DESCRIPTION=OPT_FIXED_STRK_LKBK models the theoretical price of an option where the holder of the option may exercise on expiry at the most favourable price observed during the options life of the underlying asset.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@spot is the spot price of the underlying asset.
@spot_min is the minimum spot price of the underlying asset so far observed.
@spot_max is the maximum spot price of the underlying asset so far observed.
@strike is the strike prices at which the option is struck.
@time is the initial maturity of the option in years.
@rate is the annualized risk-free rate of interest.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
@volatility is the annualized volatility in price of the underlying asset.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA

29.

@FUNCTION=OPT_BINOMIAL
@SYNTAX=OPT_BINOMIAL(amer_euro_flag,call_put_flag,num_time_steps, spot, strike, time, rate, volatility, cost_of_carry)
@DESCRIPTION=OPT_ models the theoretical price of either an American or European style option using a binomial tree.
@amer_euro_flag is either 'a' or 'e' to indicate whether the option being valued is an American or European style option respectively.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@num_time_steps is the number of time steps used in the valuation, a greater number of time steps yields greater accuracy however is slower to calculate.
@spot is the spot price of the underlying asset.
@strike is the strike price at which the option is struck.
@time is the initial maturity of the option in years.
@rate is the annualized risk-free rate of interest.
@volatility is the annualized volatility in price of the underlying asset.
@cost_of_carry is the leakage in value of the underlying asset.

@EXAMPLES=

@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA

30.

@FUNCTION=COMPLEX
@SYNTAX=COMPLEX(real,im[,suffix])
@DESCRIPTION=COMPLEX returns a complex number of the form x + yi.

@real is the real and @im is the imaginary part of the complex number. @suffix is the suffix for the imaginary part. If it is omitted, COMPLEX uses 'i' by default.

* If @suffix is neither 'i' nor 'j', COMPLEX returns #VALUE! error.
* This function is Excel compatible.

@EXAMPLES=
COMPLEX(1,-1) equals 1-i.

@SEEALSO=

31.

@FUNCTION=IMAGINARY
@SYNTAX=IMAGINARY(inumber)
@DESCRIPTION=IMAGINARY returns the imaginary part of a complex number.

* If @inumber is not a valid complex number, IMAGINARY returns #VALUE! error.
* This function is Excel compatible.

@EXAMPLES=
IMAGINARY("132-j") equals -1.

@SEEALSO=IMREAL

32.

@FUNCTION=IMABS
@SYNTAX=IMABS(inumber)
@DESCRIPTION=IMABS returns the absolute value of a complex number.

* If @inumber is not a valid complex number, IMABS returns #VALUE! error.
* This function is Excel compatible.

@EXAMPLES=
IMABS("2-j") equals 2.23606798.

@SEEALSO=IMAGINARY,IMREAL

33.

@FUNCTION=IMREAL
@SYNTAX=IMREAL(inumber)
@DESCRIPTION=IMREAL returns the real part of a complex number.

* If @inumber is not a valid complex number, IMREAL returns #VALUE! error.
* This function is Excel compatible.

@EXAMPLES=
imreal("132-j") equals 132.

@SEEALSO=IMAGINARY

34.

@FUNCTION=IMCONJUGATE
@SYNTAX=IMCONJUGATE(inumber)
@DESCRIPTION=IMCONJUGATE returns the complex conjugate of a complex number.

* If @inumber is not a valid complex number, IMCONJUGATE returns #VALUE! error.
* This function is Excel compatible.

@EXAMPLES=
IMCONJUGATE("1-j") equals 1+j.

@SEEALSO=IMAGINARY,IMREAL

35.

@FUNCTION=IMINV
@SYNTAX=IMINV(inumber)
@DESCRIPTION=IMINV returns the inverse, or reciprocal, of the complex number z (@inumber), where

[tab]1/z = (x - i y)/(x^2 + y^2).

* If @inumber is not a valid complex number, IMINV returns #VALUE! error.

@EXAMPLES=
IMINV("1-j") equals 0.5+0.5j.

@SEEALSO=