Ayuda de LibreOffice 7.3
Devuelve el precio de una opción de barrera, calculado utilizando el modelo de precios de opciones de Black-Scholes.
OPT_BARRIER(Anuncio; Volatilidad; Tasa; Tasa extranjera; Vencimiento; Ejercicio; Barrera inferior; Barrera superior; Reembolso; Llamada externa; Entrada; Supervisión de barrera [; Griego])
Spot is the price / value of the underlying asset and should be greater than 0.0.
Volatility is the annual percentage volatility of the underlying asset expressed as a decimal (for example, enter 30% as 0.3). The value should be greater than 0.0.
Rate is the continuously compounded interest rate. This is a percentage expressed as a decimal (for example, enter 40% as 0.4).
ForeignRate is the continuously compounded foreign interest rate. This is a percentage expressed as a decimal (for example, enter 50% as 0.5).
Maturity is the time to maturity of the option, in years, and should be non-negative.
Ejercicio es el precio de ejercicio de la opción y no debe ser negativo.
LowerBarrier is the predetermined lower barrier price; set to zero for no lower barrier.
UpperBarrier is the predetermined upper barrier price; set to zero for no upper barrier.
Reembolso es la cantidad de dinero que se pagará al vencimiento si se supera la barrera.
Venta o Compra es una cadena que define si la opción es venta("p") o compra ("c").
InOut is a string that defines whether the option is knock-in (“i”) or knock-out (“o”).
BarrierMonitoring is a string that defines whether the barrier is monitored continuously (“c”) or only at the end / maturity (“e”).
=OPT_BARRIER(30;0.2;0.06;0;1;40;25;0;0;"c";"o";"c") devuelve el valor 0.4243.
=OPT_BARRIER(50;0.4;0.05;0;0.5;65;0;80;0;"p";"o";"c";"e") devuelve el valor 10.1585.