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| author | Shivesh Mandalia <mail@shivesh.org> | 2021-09-27 02:02:52 +0100 |
|---|---|---|
| committer | Shivesh Mandalia <mail@shivesh.org> | 2021-09-27 02:02:52 +0100 |
| commit | d572d11f65543eed4d79a7eedb1b761ff86a339c (patch) | |
| tree | fd19d8bece2fa2d69a0e7b6f7565ba76e9161860 /asian.csv | |
| parent | da67665b62c75fe10a1494e3bc7d944963127fc0 (diff) | |
| download | MCOptionPricing-d572d11f65543eed4d79a7eedb1b761ff86a339c.tar.gz MCOptionPricing-d572d11f65543eed4d79a7eedb1b761ff86a339c.zip | |
Diffstat (limited to 'asian.csv')
| -rw-r--r-- | asian.csv | 29 |
1 files changed, 29 insertions, 0 deletions
diff --git a/asian.csv b/asian.csv new file mode 100644 index 0000000..5425e37 --- /dev/null +++ b/asian.csv @@ -0,0 +1,29 @@ +ID,Spot,Strike,Risk-Free Rate,Years to Expiry,Volatility,Option Right,Averaging Days,Price +0,102.63,59.3152,-0.00372874,0.334339,0.325816,Call,30,43.3133 +1,102.63,59.3152,-0.00372874,0.334339,0.325816,Call,7,43.3194 +2,227.618,11.1701,-0.0034866,0.869242,0.144853,Call,30,216.739 +3,227.618,11.1701,-0.0034866,0.869242,0.144853,Call,7,216.749 +4,158.43,49.9085,0.00365426,0.886559,0.285363,Call,30,108.504 +5,158.43,49.9085,0.00365426,0.886559,0.285363,Call,7,108.389 +6,269.513,188.865,-0.00111643,0.97027,0.0232989,Call,30,80.5942 +7,269.513,188.865,-0.00111643,0.97027,0.0232989,Call,7,80.5901 +8,77.9116,70.1828,8.50974e-05,0.703363,0.452119,Call,30,10.662 +9,77.9116,70.1828,8.50974e-05,0.703363,0.452119,Call,7,10.8029 +10,235.355,15.4226,-0.00249966,0.348313,0.893784,Call,30,219.95 +11,235.355,15.4226,-0.00249966,0.348313,0.893784,Call,7,219.787 +12,282.588,76.4226,-0.00117021,0.169524,0.693426,Call,30,206.191 +13,282.588,76.4226,-0.00117021,0.169524,0.693426,Call,7,206.198 +14,59.536,296.879,-0.00176071,0.385457,0.93536,Put,30,237.462 +15,59.536,296.879,-0.00176071,0.385457,0.93536,Put,7,237.528 +16,91.858,114.571,0.00374244,0.221704,0.513141,Put,30,22.8146 +17,91.858,114.571,0.00374244,0.221704,0.513141,Put,7,22.979 +18,0.398063,187.979,0.00121802,0.969102,0.660939,Put,30,187.374 +19,0.398063,187.979,0.00121802,0.969102,0.660939,Put,7,187.361 +20,109.262,257.486,0.00360301,0.0624449,0.868915,Put,7,148.183 +21,30.1814,252.073,0.000856561,0.107826,0.324957,Put,7,221.873 +22,104.873,154.593,2.3194e-05,0.174764,0.94254,Put,30,50.1516 +23,104.873,154.593,2.3194e-05,0.174764,0.94254,Put,7,50.2747 +24,125.383,263.665,-0.0047178,0.304861,0.216019,Put,30,138.516 +25,125.383,263.665,-0.0047178,0.304861,0.216019,Put,7,138.552 +26,129.617,257.711,-0.00274269,0.350757,0.422199,Put,30,128.26 +27,129.617,257.711,-0.00274269,0.350757,0.422199,Put,7,128.283 |