Template - European Call Option
You are provided with the template files that you need to price an European option call using the classical Black-Scholes model.
Run a configuration with the following details:
- Configuration name:
- Script file:
- Pricing data file:
- Document file:
If you need a refreshment on how to run configuration, see the previous tutorial.
The result is the following:
In the following sections you will be guided with step-by-step instructions to create the files you need to price the call option value with the Valuation Editor.