Ubuntu
gnumeric package

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  1. Jaunty (9.04)
  2. Template “gnumeric-functions”
  3. Cherokee (chr)
  4. Browsing Cherokee translation
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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
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This translation is managed by Ubuntu Cherokee Translators, assigned by Ubuntu Translators.

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