Foreign Currency Option Professional

Features

• Computes American and European Call and Put prices with both Barone-Adesi Whaley and Black-Schole models
• Computes Option Greeks: Delta, Gamma, Theta, Vega, Rho, and Rho 2
• Computes implied volatility for American and European options
• Accommodates dividend yields and varied interest rates
• Provides profit graphs of option strategies and historic option volatility

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