BARRIER.CALL

barrier call option: type 1=down-and-out, 2=down-and-in, 3=up-and-out, 4=up-and-in (Hull ch. 26 formulas) · a deepcalc original · no excel equivalent · no sheets equivalent

signature

BARRIER.CALL(S, K, T, r, sigma, H, barrier_type)

returns: number

argumentrequired
S required
K required
T required
r required
sigma required
H required
barrier_type required

examples

formula and result, taken from the engine's own test suite — every result below is asserted in CI, not written by hand.

fx =BARRIER.CALL(100, 100, 1, 0.05, 0.2, 90, 1) 8.665466018046496

related