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@FUNCTION=CUM_BIV_NORM_DIST 
@SYNTAX=CUM_BIV_NORM_DIST(a,b,rho)
@DESCRIPTION=CUM_BIV_NORM_DIST calculates the cumulative bivariate normal distribution from parameters a, b & rho.
The return value is the probability that two random variables with correlation @rho are respectively each less than @a and @b.
@EXAMPLES=
@SEEALSO=NORMDIST,NORMSDIST,NORMSINV |
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@FUNCTION=CUM_BIV_NORM_DIST
@SYNTAX=CUM_BIV_NORM_DIST(a,b,rho)
@DESCRIPTION=CUM_BIV_NORM_DIST ले प्यारामिटरहरू a b र rho बाट क्युमुलेटिभ बाइभेरिएट नर्मल विभाजन गणना गर्दछ।
रिटर्न मान यो संभाव्यता छ कि कोरिलेसनसँगको दुई अनियमित चलहरू @rho क्रमश: दुवै @a र @b.भन्दा कम छन्।
@EXAMPLES=
@SEEALSO=NORMDIST,NORMSDIST,NORMSINV |
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Translated by
Shyam Krishna Bal
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2.
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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(call_put_flag,spot,strike,time,rate,volatility [,cost_of_carry])
@DESCRIPTION=OPT_BS ले call_put_flag, @call_put_flag प्रयोग गर्ने युरोपियन विकल्प को मूल्य गणना गर्न ब्ल्याक-स्कल्स मोडल प्रयोग गर्दछ, 'c' वा 'p' स्ट्राइक गर्दछ @strike स्पट मूल्यसँग एउटा एसेटमा @spot.
@time वर्षहरूमा अभिव्यक्तित विकल्पको प्रौढताको समय हो।
@rate जोखिम-रहित ब्याज दर हो।
@volatility वार्षिक गरिएको अस्थिरता हो, प्रतिशतमा, अभ्यास मितिको अवधि भित्रको लागि समयको।
@cost_of_carry भित्रि एसेटको मानमा चुहावट हो, साधारण स्टकहरूका लागि,यो लाभांश उपज हुँनेछ।
* @strike र @spot जस्तै रिटर्न भएको मान समान एकाइहरूमा अभिव्यक्त गरिनेछ।
@EXAMPLES=
@SEEALSO=OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA |
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Translated by
Shyam Krishna Bal
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3.
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@FUNCTION=OPT_BS_DELTA
@SYNTAX=OPT_BS_DELTA(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_DELTA uses the Black-Scholes model to calculate the 'delta' of a European option with call_put_flag, @call_put_flag, 'c' or 'p' struck at @strike on an asset with spot price @spot.
Where @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, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA |
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@FUNCTION=OPT_BS_DELTA
@SYNTAX=OPT_BS_DELTA(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_DELTA ले call_put_flag, @call_put_flag, 'c' or 'p' struck at @strike on an asset with spot price @spotसँगै युरोपियन विकल्पको 'delta' गणना गर्न ब्ल्याक स्कोल्स मोडेल प्रयोग गर्दछ ।
जहाँ @time वर्षहरूमा अभिव्यक्त गरिएको विकल्पको समय अवधि हो।
@rate जोखिम-विहिन व्याजदर हो।
@volatility अभ्यास मिति मार्फत अवधिका लागि सम्पतिको, प्रतिशतमा, वार्षिकिकरण गरिएको भोलाटिलिटी हो।
@cost_of_carry कमन स्टकहरूका लागि सम्पति कचको मानमा चुहावट हो, यो dividend yield हुनसक्छ।
* प्रतिफल एउटै एकाइ जस्तै @strike र @spot मा अभिव्यक्त हुँनेछ।
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA |
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Translated by
Shyam Krishna Bal
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4.
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@FUNCTION=OPT_BS_GAMMA
@SYNTAX=OPT_BS_GAMMA(spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_GAMMA uses the Black-Scholes model to calculate the 'gamma' of a European option struck at @strike on an asset with spot price @spot.
(The gamma of an option is the second derivative of its price with respect to the price of the underlying asset, and is the same for calls and puts.)
@time is the time to maturity of the option expressed in years.
@rate is the risk-free interest rate to the exercise date, in percent.
@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 as the rate of change of delta per unit change in @spot.
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA |
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@FUNCTION=OPT_BS_GAMMA
@SYNTAX=OPT_BS_GAMMA(spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_GAMMA ले @strike on an asset with spot price @spot मा युरेपियन विकल्प स्ट्रकको 'gamma' गणना गर्न ब्ल्याक-स्कोल्स मोडेल प्रयोग गर्दछ।
(एउटा विकल्पको गामा यसको मूल्यको दोस्रो डेरिभेटिभ हो साथै कच सम्पतिको मूल्य पनि हो, र calls र puts का लागि एउटै हो।)
@time वर्षहरूमा अभिव्यक्त गरिएको विकल्पको समय अवधि हो।
@rate जोखिम-विहिन व्याजदर हो।
@volatility अभ्यास मिति मार्फत अवधिका लागि सम्पतिको, प्रतिशतमा, वार्षिकिकरण गरिएको भोलाटिलिटी हो।
@cost_of_carry कमन स्टकहरूका लागि सम्पति कचको मानमा चुहावट हो, यो dividend yield हुनसक्छ।
* प्रतिफल @spot मा डेल्टा प्रति एकाइ परिवर्तनको परिवर्तन दरको रूपमा अभिव्यक्त हुँनेछ।
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA |
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Translated by
Shyam Krishna Bal
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5.
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@FUNCTION=OPT_BS_THETA
@SYNTAX=OPT_BS_THETA(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_THETA uses the Black-Scholes model to calculate the 'theta' of a European option with call_put_flag, @call_put_flag struck at @strike on an asset with spot price @spot.
(The theta of an option is the rate of change of its price with respect to time to expiry.)
@time is the time to maturity of the option expressed in years
and @rate is the risk-free interest rate to the exercise date, in percent.
@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 as minus the rate of change of option value, per 365.25 days.
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_VEGA, OPT_BS_GAMMA |
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@FUNCTION=OPT_BS_THETA
@SYNTAX=OPT_BS_THETA(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_THETA ले @strike on an asset with spot price @spot मा युरेपियन विकल्प स्ट्रकको 'gamma' गणना गर्न ब्ल्याक-स्कोल्स मोडेल प्रयोग गर्दछ।
(समय समाप्तिको आधारमा एउटा विकल्पको थिटा यसको मूल्यको परिवर्तनको दर हो।)
@time वर्षहरूमा अभिव्यक्त गरिएको विकल्पको समय अवधि हो।
@rate जोखिम-विहिन व्याजदर हो।
@volatility अभ्यास मिति मार्फत अवधिका लागि सम्पतिको, प्रतिशतमा, वार्षिकिकरण गरिएको भोलाटिलिटी हो।
@cost_of_carry कमन स्टकहरूका लागि सम्पति कचको मानमा चुहावट हो, यो dividend yield हुनसक्छ।
* प्रतिफल विकल्प मानको परिवर्तन दर, प्रति ३६५.२५ दिनको माइसको रूपमा अभिव्यक्त हुँनेछ।
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA |
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Translated by
Shyam Krishna Bal
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6.
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@FUNCTION=OPT_BS_VEGA
@SYNTAX=OPT_BS_VEGA(spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_VEGA uses the Black-Scholes model to calculate the 'vega' of a European option struck at @strike on an asset with spot price @spot.
(The vega of an option is the rate of change of its price with respect to volatility, and is the same for calls and puts.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@time is the time to maturity of the option expressed in years.
@rate is the risk-free interest rate to the exercise date, in percent.
@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 as the rate of change of option value, per 100% volatility.
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA |
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represents a line break.
Start a new line in the equivalent position in the translation.
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represents a space character.
Enter a space in the equivalent position in the translation.
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@FUNCTION=OPT_BS_VEGA
@SYNTAX=OPT_BS_VEGA(spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_VEGAले @strike on an asset with spot price @spot मा युरेपियन विकल्प स्ट्रकको 'vega' गणना गर्न ब्ल्याक-स्कोल्स मोडेल प्रयोग गर्दछ।
(भोलाटिलिटीको आधारमा एउटा विकल्पको भेगा यसको मूल्यको परिवर्तनको दर हो, र कल र पुटका लागि एउटै हो।)
@time वर्षहरूमा अभिव्यक्त गरिएको विकल्पको समय अवधि हो।
@rate जोखिम-विहिन व्याजदर हो।
@volatility अभ्यास मिति मार्फत अवधिका लागि सम्पतिको, प्रतिशतमा, वार्षिकिकरण गरिएको भोलाटिलिटी हो।
@cost_of_carry कमन स्टकहरूका लागि सम्पति कचको मानमा चुहावट हो, यो dividend yield हुनसक्छ।
* प्रतिफल विकल्प मानको परिवर्तन दर, प्रति १००% भोलाटिलिटीमा अभिव्यक्त हुँनेछ।
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA |
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Translated by
Shyam Krishna Bal
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7.
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@FUNCTION=OPT_BS_RHO
@SYNTAX=OPT_BS_RHO(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_RHO uses the Black-Scholes model to calculate the 'rho' of a European option with call_put_flag, @call_put_flag struck at @strike on an asset with spot price @spot.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
(The rho of an option is the rate of change of its price with respect to the risk free interest rate.)
@time is the time to maturity of the option expressed in years.
@rate is the risk-free interest rate to the exercise date, in percent.
@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 as the rate of change of option value, per 100% change in @rate.
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA |
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@FUNCTION=OPT_BS_RHO
@SYNTAX=OPT_BS_RHO(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_RHO ले @strike on an asset with spot price @spot मा call_put_flag, @call_put_flagसँग युरेपियन विकल्प स्ट्रकको 'rho' गणना गर्न ब्ल्याक-स्कोल्स मोडेल प्रयोग गर्दछ।
@call_put_flag is 'c' or 'p' ले विकल्प कल वा पुट के हो सङ्केत गर्दछ।
(जोखिम विहिन व्याजदरको आधारमा एउटा विकल्पको rho यसको मूल्यको परिवर्तनको दर हो।)
@time वर्षहरूमा अभिव्यक्त गरिएको विकल्पको समय अवधि हो।
@rate जोखिम-विहिन व्याजदर हो।
@volatility अभ्यास मिति मार्फत अवधिका लागि सम्पतिको, प्रतिशतमा, वार्षिकिकरण गरिएको भोलाटिलिटी हो।
@cost_of_carry कमन स्टकहरूका लागि सम्पति कचको मानमा चुहावट हो, यो dividend yield हुनसक्छ।
* प्रतिफल विकल्प मानको परिवर्तन दर, प्रति १००% @rate मा परिवर्तनको रूपमा अभिव्यक्त हुँनेछ।
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA |
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Translated by
Shyam Krishna Bal
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8.
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@FUNCTION=OPT_BS_CARRYCOST
@SYNTAX=OPT_BS_CARRYCOST(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_CARRYCOST uses the Black-Scholes model to calculate the 'elasticity' of a European option struck at @strike on an asset with spot price @spot.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
(The elasticity of an option is the rate of change of its price with respect to its cost of carry.)
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date. @time is the time to maturity of the option expressed in years.
@rate is the risk-free interest rate to the exercise date, in percent.
@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 as the rate of change of option value, per 100% volatility.
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA |
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@FUNCTION=OPT_BS_CARRYCOST
@SYNTAX=OPT_BS_CARRYCOST(call_put_flag,spot,strike,time,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_BS_CARRYCOSTले @strike on an asset with spot price @spot मा युरेपियन विकल्प स्ट्रकको 'elasticity' गणना गर्न ब्ल्याक-स्कोल्स मोडेल प्रयोग गर्दछ।
@call_put_flag is 'c' or 'p' ले विकल्प कल वा पुट के हो सङ्केत गर्दछ।
(यसले बोकेको मूल्यको आधारमा एउटा विकल्पको elasticity यसको मूल्यको परिवर्तनको दर हो।)
@volatility अभ्यास मिति मार्फत अवधिका लागि सम्पतिको, प्रतिशतमा, वार्षिकिकरण गरिएको भोलाटिलिटी हो।
@time वर्षहरूमा अभिव्यक्त गरिएको विकल्पको समय अवधि हो।
@rate प्रतिशतमा, मिति अभ्यास गर्ने जोखिम-विहिन व्याजदर हो।
@cost_of_carry कमन स्टकहरूका लागि सम्पति कचको मानमा चुहावट हो, यो dividend yield हुनसक्छ।
* प्रतिफल विकल्प मानको परिवर्तन दर, प्रति १००% भोलाटिलिटीको अभिव्यक्त हुँनेछ।
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA |
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Translated by
Shyam Krishna Bal
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9.
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@FUNCTION=OPT_GARMAN_KOHLHAGEN
@SYNTAX=OPT_GARMAN_KOHLHAGEN(call_put_flag,spot,strike,time,domestic_rate,foreign_rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_GARMAN_KOHLHAGEN values the theoretical price of a European currency option struck at @strike on an asset with spot price @spot.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@time the number of days to exercise.
@domestic_rate is the domestic risk-free interest rate to the exercise date.
@foreign_rate is the foreign risk-free interest rate to the exercise date, in percent.
@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 as the rate of change of option value, per 100% volatility.
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA |
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@FUNCTION=OPT_GARMAN_KOHLHAGEN
@SYNTAX=OPT_GARMAN_KOHLHAGEN(call_put_flag,spot,strike,time,domestic_rate,foreign_rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_GARMAN_KOHLHAGEN ले @strike on an asset with spot price @spot मा युरेपियन मुद्रा विकल्प स्ट्रकको सैदान्तिक मूल्य मोल गर्दछ।
@call_put_flag 'c' वा 'p' हो जसले कल वा पुट विकल्प के हो सङ्केत गर्दछ।
@volatility अभ्यास मिति मार्फत अवधिका लागि सम्पतिको, प्रतिशतमा वार्षिकिकरण गरिएको भोलाटिलिटी हो।
@time दिनहरूको सङ्ख्या अभ्यास गर्न।
@domestic_rate अभ्यास मितिमा घरायसी जोखिम-विहिन व्याजदर हो।
@foreign_rate प्रतिशतमा, अभ्यास मितिमा वैदेशिक जोखिम-विहिन व्याजदर हो।
@cost_of_carry कमन स्टकहरूका लागि, कच सम्पतिको मानमा चुहावट हो, यो dividend yield हुनसक्छ।
* प्रतिफल विकल्प मानको परिवर्तन दर, प्रति १००% भोलाटिलिटीको रूपमा अभिव्यक्त हुँनेछ।
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA |
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Translated by
Shyam Krishna Bal
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@FUNCTION=OPT_FRENCH
@SYNTAX=OPT_FRENCH(call_put_flag,spot,strike,time,t2,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_FRENCH values the theoretical price of a European option adjusted for trading day volatility, struck at @strike on an asset with spot price @spot.
@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a put.
@volatility is the annualized volatility, in percent, of the asset for the period through to the exercise date.
@time the number of calendar days to exercise divided by calendar days in the year.
@t2 is the number of trading days to exercise divided by trading days in the year.
@rate is the risk-free interest rate.
@cost_of_carry is the leakage in value of the underlying asset, to the exercise date, in percent.
For common stocks, this would be the dividend yield.
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA |
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@FUNCTION=OPT_FRENCH
@SYNTAX=OPT_FRENCH(call_put_flag,spot,strike,time,t2,rate,volatility[,cost_of_carry])
@DESCRIPTION=OPT_FRENCH ले @strike on an asset with spot price @spot मा व्यापारिक दिन भोलाटिलिटी, स्ट्रकका लागि समायोजित भएको युरेपियन विकल्पको सैदान्तिक मूल्य मोल गर्दछ।
@call_put_flag 'c' वा 'p' हो जसले विकल्प कल वा पुट हो सङ्केत गर्दछ।
@volatility अभ्यास मिति मार्फत अवधिका लागि सम्पत्तिको, प्रतिशतमा वार्षिकिकरण गरिएको भोलाटिलिटी हो।
@time वर्षमा कयालेन्डर दिनहरूले भाग खाने क्यालेन्डर दिनहरूको सङ्ख्या अभ्यास गर्न।
@t2 अभ्यास गर्नका लागि व्यापरिक दिनहरूको सङ्ख्या हो जसलाई वर्षमा व्यापारिक दिनहरूले भग खान्छ।
@rate जोखिम-विहिन व्याजदर हो।
@cost_of_carry प्रतिशतमा, अभ्यास मितिमा, कच सम्पतिको मानमा चुहावट हो।
कमन स्टकहरूका लागि, यो dividend yield हुँनेछ।
@EXAMPLES=
@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA |
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Translated by
Shyam Krishna Bal
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