Portfolio
Price multi-leg option portfolios via Monte Carlo simulation paths.
Monte Carlo Simulation
Note: Monte Carlo Greeks use finite differences and may be slow for large simulation counts.
Portfolio pricing uses individual MC for each leg.
Option Legs
| Type | Pos | Qty | Strike | Vol % | Rate % | Time yr | MC Price | BSM Price |
|---|
MC Net Cost
—
BSM Net Cost
—
Spot $