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Derivative Pricer Multi-Model Options & Exotics Engine
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Barrier Option

Options activated (knock-in) or deactivated (knock-out) when the underlying crosses a barrier level.

Exotic Options
Option Parameters

Activated or deactivated when the underlying crosses a barrier level.

$
$
$
%
%
yr
BARRIER PRICE
—
—
VANILLA BSM
—
Barrier Type—
Barrier Level—
Discount vs vanilla—
⌛

Configure parameters and click Calculate

GBM Price Path Simulator
Terminal Price Distribution
Return Distribution
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