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
| argument | required |
|---|---|
| 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
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