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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 /barrier.csv | |
| parent | da67665b62c75fe10a1494e3bc7d944963127fc0 (diff) | |
| download | MCOptionPricing-master.tar.gz MCOptionPricing-master.zip | |
Diffstat (limited to 'barrier.csv')
| -rw-r--r-- | barrier.csv | 31 |
1 files changed, 31 insertions, 0 deletions
diff --git a/barrier.csv b/barrier.csv new file mode 100644 index 0000000..43b656d --- /dev/null +++ b/barrier.csv @@ -0,0 +1,31 @@ +ID,Spot,Strike,Risk-Free Rate,Years to Expiry,Volatility,Option Right,Barrier Value,Barrier UpDown,Barrier InOut,Mesh Spacing,Price +0,273.012,107.635,0.00400029,0.796163,0.991586,Call,22.1458,Up,In,30,175.941 +1,273.012,107.635,0.00400029,0.796163,0.991586,Call,22.1458,Up,In,7,172.935 +2,273.096,184.59,-0.00394442,0.960908,0.594577,Call,260.784,Up,In,30,107.801 +3,273.096,184.59,-0.00394442,0.960908,0.594577,Call,260.784,Up,In,7,106.273 +4,199.337,97.9689,0.000160122,0.102089,0.613965,Call,127.282,Down,In,7,0.320132 +5,241.874,228.722,-0.002121,0.70335,0.240129,Call,262.702,Down,In,30,25.4757 +6,241.874,228.722,-0.002121,0.70335,0.240129,Call,262.702,Down,In,7,25.8232 +7,236.04,87.3105,-0.00436678,0.653871,0.90815,Call,273.511,Up,Out,30,21.3976 +8,236.04,87.3105,-0.00436678,0.653871,0.90815,Call,273.511,Up,Out,7,11.5887 +9,54.1091,54.5367,0.00468996,0.382742,0.280941,Call,159.875,Up,Out,30,3.33953 +10,54.1091,54.5367,0.00468996,0.382742,0.280941,Call,159.875,Up,Out,7,3.45853 +11,221.074,200.784,-0.000477879,0.909272,0.02959,Call,86.7375,Down,Out,30,20.2006 +12,221.074,200.784,-0.000477879,0.909272,0.02959,Call,86.7375,Down,Out,7,20.2021 +13,205.411,293.51,-0.00399243,0.982389,0.343904,Call,58.1452,Down,Out,30,5.49959 +14,205.411,293.51,-0.00399243,0.982389,0.343904,Call,58.1452,Down,Out,7,5.76895 +15,209.504,175.569,-0.00143096,0.811413,0.883117,Put,176.698,Up,In,30,41.9101 +16,209.504,175.569,-0.00143096,0.811413,0.883117,Put,176.698,Up,In,7,43.6096 +17,114.215,61.5151,0.000805161,0.118474,0.541112,Put,68.6555,Up,In,7,0.00152686 +18,151.627,209.264,0.00215382,0.325092,0.819338,Put,67.8585,Down,In,30,6.26754 +19,151.627,209.264,0.00215382,0.325092,0.819338,Put,67.8585,Down,In,7,12.7201 +20,43.5372,224.044,-0.000199352,0.690836,0.0992282,Put,272.627,Down,In,30,180.536 +21,43.5372,224.044,-0.000199352,0.690836,0.0992282,Put,272.627,Down,In,7,180.535 +22,87.2116,257.963,-0.00249814,0.318836,0.139235,Put,263.544,Up,Out,30,170.91 +23,87.2116,257.963,-0.00249814,0.318836,0.139235,Put,263.544,Up,Out,7,170.949 +24,242.871,290.504,-0.00083921,0.607456,0.728753,Put,277.196,Up,Out,30,61.6662 +25,242.871,290.504,-0.00083921,0.607456,0.728753,Put,277.196,Up,Out,7,50.655 +26,43.7977,30.614,0.00254064,0.955488,0.188025,Put,1.75699,Down,Out,30,0.0481078 +27,43.7977,30.614,0.00254064,0.955488,0.188025,Put,1.75699,Down,Out,7,0.0520221 +28,180.26,167.065,-0.00280591,0.532052,0.979496,Put,37.0517,Down,Out,30,36.5665 +29,180.26,167.065,-0.00280591,0.532052,0.979496,Put,37.0517,Down,Out,7,36.1165 |