Overview

functions to construct and use Process objects.

Function List

Function Documentation

qlGeneralizedBlackScholesProcess

string returnValue
 
qlGeneralizedBlackScholesProcess(
        string ObjectId
        string BlackVolID
        double Underlying
        string DayCounter
        long SettlementDate
        double RiskFreeRate
        double DividendYield
        bool Permanent
        any Trigger
        bool Overwrite)

Description:

Construct an object of class GeneralizedBlackScholesProcess and return its id

Supported Platforms:

Excel, C, Calc, Guile, C++

Parameters

ObjectId	id of object to be created
BlackVolID	Black Vol Term Structure.
Underlying	underlying.
DayCounter	DayCounter ID. Default value = Actual/365 (Fixed).
SettlementDate	settlement date.
RiskFreeRate	risk free rate.
DividendYield	dividend yield.
Permanent	object permanent/nonpermanent
Trigger	dependency tracking trigger
Overwrite	overwrite flag