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Stock_Index_OptionStock Index Option is a Tradable that represents a Vanilla Option where the underlying is the portfolio of stocks associated with a given Stock Index.
Cash settlement ensures that no exchange of actual stocks takes place during exercise. Only cach is exchanged based on the portfolio's value, as determined by the index at the time of exercise.
The pricing methodology is specified in Model[Vanilla Option]
The following QuantLib issues have been identified:
Stock Index Option Issues