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@FUNCTION=OPT_BS
@SYNTAX=OPT_BS(call_put_flag,spot,strike,time,rate,volatility [,cost_of_carry])
@DESCRIPTION=OPT_BS uses the Black-Scholes model to calculate the price of a European option using call_put_flag, @call_put_flag, 'c' or 'p' struck at @strike on an asset with spot price @spot.
@time is the time to maturity of the option expressed in years.
@rate is the risk-free interest rate.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@cost_of_carry is the leakage in value of the underlying asset, for common stocks, this would be the dividend yield.
* The returned value will be expressed in the same units as @strike and @spot.

@EXAMPLES=

@SEEALSO=OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA
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@FUNCTION=OPT_BS
@SYNTAX=OPT_BS(コールプットフラグ,市場価格,行使価格,満期,レート,ボラティリティ [,持越費用])
@DESCRIPTION=OPT_BSは'c'または'p'の@コールプットフラグ、@市場価格の資産を行使する@行使価格から、ブラックショールズモデルを使ってヨーロピアンオプションの価格を計算します。
@満期 はオプションの満期の年数です。
@レート は、安全金利です。
@ボラティリティ は年間のボラティリティで、取り引きを行った期間に対する資産の百分率で表現します。
@持越費用 は原資産の流出で、普通株の場合にはこれは配当利回りなどになります。
* 返り値は、@行使価格と@市場価格と同じ単位で表現されます。

@EXAMPLES=

@SEEALSO=OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA
Translated and reviewed by Yukihiro Nakai
2 of 987 results

This translation is managed by Ubuntu Japanese Translators, assigned by Ubuntu Translators.

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