• Welcome to FinOptions API
  • Introduction
    • About FinOptions API
    • Installation
      • Download the Product Installer
      • How to Buy and Register
    • Help Resources
    • Support Services
    • System Requirements
  • Getting Started
    • Creating a Project
    • Deploying Your Application
  • Available Functions
    • Vanilla Option Functions
      • Black-Scholes
      • Black-Scholes-French 
      • Whaley
      • Eurodollar
      • Binomial
      • Jump Diffusion
      • Bjerksund-Stensland
      • Roll-Geske-Whaley
      • Options Monte Carlo
    • Exotic Option Functions
      • Asian Option Functions
        • Average Price
        • Average Strike
        • Asian Monte Carlo
        • Asian Spread Monte Carlo
      • Barrier Option Functions
        • Single Barrier
        • Single Barrier Trinomial
        • Double Barrier
        • Lookback Barrier
        • Partial Start Barrier
        • Partial End Barrier
        • Soft Barrier
        • Partial Two Asset Barrier
        • Two Asset Barrier
      • Binary Option Functions
        • Asset or Nothing
        • Cash or Nothing
        • Two Asset Cash or Nothing
        • Gap
        • Supershare
        • Binary Barrier
      • Currency Translated Option Functions
        • Equity Linked FX
        • Foreign Equity
        • Quanto
        • Takeover FX
      • Lookback Option Functions
        • Extreme Spread
        • Lookback
        • Fixed Strike Lookback
        • Partial Fixed Lookback
        • Partial Float Lookback
        • Lookback Monte Carlo
      • Multiple Asset Option Functions
        • Dual Strike
        • Exchange
        • Exchange Binomial
        • Exchange on Exchange
        • Portfolio
        • Rainbow
        • Rainbow Binomial
        • Spread
        • Spread Binomial
        • Two Asset Correlation
      • Multiple Exercise Option Functions
        • Chooser
        • Complex Chooser
        • Compound
        • Compound Binomial
        • Executive
        • Forward Start
        • Time Switch
        • Writer Extendible
    • Interest Rate Functions
      • Futures
      • Bonds
      • Bond Options
      • Cap Floor Options
      • Swaption
    • Utilities
      • Historical Volatility
      • Interpolation
  • General Information
    • Basic properties of Options
    • Error Messages
    • Copyright
    • End-User License
    • References
  • Glossary of Terms