Function OPT_BARRIER /text/scalc/01/func_opt_barrier.xhp
OPT_BARRIER function

OPT_BARRIER

Returns the pricing for a barrier option, calculated using the Black-Scholes option pricing model.
OPT_BARRIER(Spot; Volatility; Rate; Foreign Rate; Maturity; Strike; LowerBarrier; UpperBarrier; Rebate; PutCall; InOut; BarrierMonitoring; Greek) Strike is the strike price of the option and should be non-negative. Rebate is the amount of money to be paid at maturity if the barrier is hit. Put or Call is a string that defines whether the option is a put (“p”) or a call (“c”). =OPT_BARRIER(30;0.2;0.06;0;1;40;25;0;0;"c";"o";"c") returns the value 0.4243. =OPT_BARRIER(50;0.4;0.05;0;0.5;65;0;80;0;"p";"o";"c";"e") returns the value 10.1585.