The issue time for all options coincide with the initial time. The maturities and coupon, barrier, and exercise times are strictly greater than the initial time.
Options
European put
Input:
: the strike
: the maturity
Output:
: the
American put
Swing option
Straddle option
American butterfly
Down-and-rebate option
Corridor option
Barrier up-or-down-and-out option
Down-and-out American Call
Up-and-in American put
BOOST option
Asset swaption
Forwards
Forward on average spot price
Forward on average spot price under deterministic interest rates
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