Create an equity, foreign exchange (FX), or commodity instrument
object using fininstrument
, then associate a model using finmodel
, and
then specify a pricing method using finpricer
.
Price Spread Instrument for a Commodity Using Black-Scholes Model and Analytic Pricers
This example shows the workflow to price a commodity Spread
instrument when you use a BlackScholes
model and Kirk
and BjerksundStensland
analytic pricing methods.
Get Started with Workflows Using Object-Based Framework for Pricing Financial Instruments
Use objects to model and price financial instruments.
Choose Instruments, Models, and Pricers
Select instruments, associated models, and associated pricers.