---
name: "EquityOption"
section: "1"
platform: "linux"
package: "quantlib-examples"
version: "1.38-1"
release: "Debian 13 (Trixie)"
platforms: ["linux"]
url: "https://new.carta.tech/EquityOption"
---

# EquityOption(1)

Example of using QuantLib to value equity options

## NAME

EquityOption - Example of using QuantLib to value equity options

## SYNOPSIS

**EquityOption**

## DESCRIPTION

**EquityOption** is an example of using *QuantLib*.

For a given set of option parameters, it computes the value of three different equity options types (with european, bermudan and american exercise features) using different valuation algorithms.

The calculation methods are Black-Scholes (for european options only), Barone-Adesi/Whaley (american-only), Bjerksund/Stensland (american), Integral (european), Finite differences, Binomial Jarrow-Rudd, Binomial Cox-Ross-Rubinstein, Additive equiprobabilities, Binomial Trigeorgis, Binomial Tian, Binomial Leisen-Reimer, crude Monte Carlo (european-only) and Sobol-sequence Monte Carlo (european-only).

## SEE ALSO

The source code *EquityOption.cpp*, [**BermudanSwaption**(1)](/BermudanSwaption/1.md), [**Bonds**(1)](/Bonds/1.md), [**CallableBonds**(1)](/CallableBonds/1.md), [**CDS**(1)](/CDS/1.md), [**ConvertibleBonds**(1)](/ConvertibleBonds/1.md), [**DiscreteHedging**(1)](/DiscreteHedging/1.md), [**FittedBondCurve**(1)](/FittedBondCurve/1.md), [**FRA**(1)](/FRA/1.md), [**MarketModels**(1)](/MarketModels/1.md), [**MulticurveBootstrapping**(1)](/MulticurveBootstrapping/1.md), [**Replication**(1)](/Replication/1.md), [**Repo**(1)](/Repo/1.md), the QuantLib documentation and website at *https://www.quantlib.org*.

## AUTHORS

The QuantLib Group (see *Contributors.txt*).

This manual page was added by Dirk Eddelbuettel \<edd@debian.org\>, the Debian GNU/Linux maintainer for **QuantLib**.