![]() UpperBarrier is the predetermined upper barrier price set to zero for no upper barrier.įoreignDomestic is a string that defines whether the option pays domestic (“d”) or foreign (“f”) currency. LowerBarrier is the predetermined lower barrier price set to zero for no lower barrier. Maturity is the time to maturity of the option, in years, and should be non-negative. This is a percentage expressed as a decimal (for example, enter 50% as 0.5). This is a percentage expressed as a decimal (for example, enter 40% as 0.4).įoreignRate is the continuously compounded foreign interest rate. Rate is the continuously compounded interest rate. ![]() Volatility is the annual percentage volatility of the underlying asset expressed as a decimal (for example, enter 30% as 0.3). Spot is the price / value of the underlying asset and should be greater than 0.0. OPT_TOUCH(Spot Volatility Rate ForeignRate Maturity LowerBarrier UpperBarrier ForeignDomestic InOut BarrierMonitoring )
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