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Model[Vanilla_Option]

"Model[Vanilla Option]" is a special type of Model that represents all modelling assumptions needed in valuation algorithms concerning objects of type Vanilla Option.
The pricing succeeds by any of 31 different methods listed in
Model[Vanilla Option]::Pricing Approach

The volatility input, apart from flat, may also be
Vol Curve::Vol Input::Maturity or Vol Curve::Vol Input::Maturity-Strike
If the "correct" volatility input is not known, the functions
Tradable::Implied Vol and Vol Curve::Create Implied Vol Table allows the calculation of the volatility implied by any given set of option prices.

The following quantities may be also calculated and reported along the price.
Delta
Refers to the output of QuantLib's delta function.
Gamma
Refers to the output of QuantLib's gamma function.
Price
The output is a number that represents the price of the referenced tradable, which is the present value of all expected future cash flows, whereby "today" represents the currently set global valuation (trade) date or its overwrite through the
Tradable::Price::As Of.
The cash flows occurring on the trade date are included only if
Tradable::Price::Trade Date CFs is set to TRUE
Rho
Refers to the output of QuantLib's rho function.
Theta
Refers to the output of QuantLib's theta function.
Vega
Refers to the output of QuantLib's vega function.

The quantities listed in
McSimulation Extra Data are reportable when Monte Carlo Simulation is used.

The quantities listed in
FDVanilla Extra Data are reportable when Finite Differences is used.