Barrier Option Calculator

The applet on this page may take up to 30-seconds to load with Explorer and Navigator after you see the message "Applet JavaBarr loaded.".

As an example of the calculations possible with Option Tutor, we have developed this JAVA Barrier Option calculator. It uses the same analytic code as Option Tutor, and is based on a trinomial lattice. It allows you to calculate (see below) the prices and implied volatilities of vanilla options as well as barrier options, and produces the hedge parameters.

To use this calculator, select the type of option, enter the data and click the "Calculate" button.


(C) Copyright 1999, OS Financial Trading System FTS HomeContentsDownloadTutorialsJAVA CalculatorsOption