Leisen-Reimer Tree Analysis

Price and analyze Leisen-Reimer equity instrument

Price and analyze equity option instruments using a Leisen-Reimer tree model.

Functions

`optstockbylr`	Price options on stocks using Leisen-Reimer binomial tree model
`optstocksensbylr`	Determine option prices or sensitivities using Leisen-Reimer binomial tree model

Pricing Equity Derivatives Using Trees
Pricing functions calculate the price of any set of supported instruments based on a binary equity price tree, an implied trinomial price tree, or a standard trinomial tree.
Computing Equity Instrument Sensitivities
The delta, gamma, and vega sensitivities that the toolbox computes are dollar sensitivities.
Pricing European Call Options Using Different Equity Models
This example illustrates how the Financial Instruments Toolbox™ is used to price European vanilla call options using different equity models.
Use treeviewer to Examine HWTree and PriceTree When Pricing European Callable Bond
This example demonstrates how to use treeviewer to examine tree information for a Hull-White tree when you price a European callable bond.
Supported Equity Derivative Functions
Equity derivative instrument functions supported by Financial Instruments Toolbox™.