CapeTools FD Engine

CapeTools FD Engine

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In total there are 7 functions present within the CapeTools FD Engine category of functions.

General Description

Functions to create several Finite Difference engines for the pricing of vanilla options. You can price Vanilla options via the VanillaOption() function using one of the following engines :

European Finite Difference Engine

American Finite Difference Engine

Bermudan Finite Difference Engine

Shout Finite Difference Engine

Dividend European Finite Difference Engine

Dividend American Finite Difference Engine

Dividend Shout Finite Difference Engine

Function list.

FDAmericanEngine - Creates a American Finite Difference Engine for pricing options.
FDBermudanEngine - Creates a Bermudan Finite Difference Engine for pricing options.
FDDividendAmericanEngine - Creates a Dividend American Finite Difference Engine for pricing options.
FDDividendEuropeanEngine - Creates a Dividend European Finite Difference Engine for pricing options.
FDDividendShoutEngine - Creates a Dividend Shout Finite Difference Engine for pricing options.
FDEuropeanEngine - Creates a European Finite Difference Engine for pricing options.
FDShoutEngine - Creates a Shout Finite Difference Engine for pricing options.