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snufkin
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Joined: January 25th, 2017, 9:05 am
Location: Cambridge

Re: Online Option Calculator – estimate and visualize the future value of an option | QuantLib based

April 29th, 2017, 11:18 pm

It doesn't seem to agree with The Complete Guide to Option Pricing Formulas... And the chart is questionable. What was the selling point of this service again?
 
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finanzmaster
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Joined: March 11th, 2007, 1:04 pm

Re: Online Option Calculator – estimate and visualize the future value of an option | QuantLib based

May 1st, 2017, 5:40 am

It doesn't seem to agree with The Complete Guide to Option Pricing Formulas...
Can you please be more specific?
Anyway, I just use [R]QuantLib and the results should be correct as far as RQuantLib is correct
(unless I call its functionality improperly but I did my best to check it).
And the chart is questionable. What was the selling point of this service again?
There is no selling point. I would be happy if some of users purchase my book, which is advertised on the website but the service as such is (and will be) free.
As to usefulness, it gives you a quick overview of scenarios, what the option value may be, depending on the price of underlying and implied volatility.
From my point of view a nice feature for option trader
And the graphical visualization is much easier to grasp than a textual table, isn't it?