Go to Deriscope's documentation start page
Model[Forward_Start_Option]"Model[Forward Start Option]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type Forward Start Option.
The pricing succeeds by any of 8 different methods listed in Forward Start Option Pricing Methods
The following quantities may be also calculated and reported along the price.
Refers to the output of QuantLib's gamma function.
The output refers to the price of the referenced tradable contract.
Refers to the output of QuantLib's rho function.
Refers to the output of QuantLib's theta function.
Refers to the output of QuantLib's vega function.