Table of Contents

Basket

Designer Black Basket 00

This block is used to create an option pricing model.

Incoming Sockets

Incoming Sockets

  • Options � the strikes for which the model needs to be created.

Outgoing Sockets

Outgoing Sockets

  • Model � the pricing model (for example, Black-Scholes).

Parameters

Parameters

  • Black Model � a flag indicating whether to create a Black-Scholes model.

Designer Black Basket 01

See Also

Black-Scholes