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["亚式期权_算术平均_固定执行价"]
[" Asi_Ari_Fix(AmeEurBermFlag, CallPutFlag, S0, x, sigma, r, q, maturity, N, t1, t2, b)"]
[" 功能：返回算术平均固定执行价亚式期权价值。"]
[" 参数说明： "]
[" 第一个参数AmeEurFlag：必选参数，取值为\"e\"，\"b\"或\"a\", 其中\"e\"为欧式，\"a\"为美式, \"b\"为百慕大式"]
[" 第二个参数CallPutFlag：必选参数，期权类型，取值为\"call\"或\"put\"：\"call\"为看涨，\"put\"为看跌,"]
[" 第三个参数S0：必选参数，标的股票当前价格,"]
[" 第四个参数x：必选参数，执行价,"]
[" 第五个参数sigma：必选参数，波动率,"]
[" 第六个参数r：必选参数，无风险利率,"]
[" 第七个参数q：必选参数，红利率,"]
[" 第八个参数maturity：必选参数，期限,"]
[" 第九个参数N：必选参数，二叉树期数,"]
[" 第十个参数t1：必选参数，百慕大式期权行权起始日期(年)，若为欧美式期权此参数为0,"]
[" 第十一个参数t2：必选参数，百慕大式期权行权结束日期(年)，若为欧美式期权此参数为0,"]
[" 第十二个参数b：必选参数，亚式等距点个数"]
[" 注：0<t1<t2<T"]
[]
["亚式期权_算术平均_浮动执行价"]
[" Asi_Ari_Float(AmeEurBermFlag, CallPutFlag, S0, x, sigma, r, q, maturity, N, t1, t2, b)"]
[" 功能：返回算术平均浮动执行价亚式期权价值。"]
[" 参数说明： "]
[" 第一个参数AmeEurFlag：必选参数，取值为\"e\"，\"b\"或\"a\", 其中\"e\"为欧式，\"a\"为美式, \"b\"为百慕大式"]
[" 第二个参数CallPutFlag：必选参数，期权类型，取值为\"call\"或\"put\"：\"call\"为看涨，\"put\"为看跌,"]
[" 第三个参数S0：必选参数，标的股票当前价格,"]
[" 第四个参数x：必选参数，执行价,"]
[" 第五个参数sigma：必选参数，波动率,"]
[" 第六个参数r：必选参数，无风险利率,"]
[" 第七个参数q：必选参数，红利率,"]
[" 第八个参数maturity：必选参数，期限,"]
[" 第九个参数N：必选参数，二叉树期数,"]
[" 第十个参数t1：必选参数，百慕大式期权行权起始日期(年)，若为欧美式期权此参数为0,"]
[" 第十一个参数t2：必选参数，百慕大式期权行权结束日期(年)，若为欧美式期权此参数为0"]
[" 第十二个参数b：必选参数，亚式等距点个数"]
[" 注：0<t1<t2<T"]
[]
["亚式期权_几何平均_固定执行价"]
[" Asi_Geo_Fix(AmeEurBermFlag, CallPutFlag, S0, x, sigma, r, q, maturity, N, t1, t2, b)"]
[" 功能：返回几何平均固定执行价亚式期权价值。"]
[" 参数说明：  "]
[" 第一个参数AmeEurFlag：必选参数，取值为\"e\"，\"b\"或\"a\", 其中\"e\"为欧式，\"a\"为美式, \"b\"为百慕大式"]
[" 第二个参数CallPutFlag：必选参数，期权类型，取值为\"call\"或\"put\"：\"call\"为看涨，\"put\"为看跌,"]
[" 第三个参数S0：必选参数，标的股票当前价格,"]
[" 第四个参数x：必选参数，执行价,"]
[" 第五个参数sigma：必选参数，波动率,"]
[" 第六个参数r：必选参数，无风险利率,"]
[" 第七个参数q：必选参数，红利率,"]
[" 第八个参数maturity：必选参数，期限,"]
[" 第九个参数N：必选参数，二叉树期数,"]
[" 第十个参数t1：必选参数，百慕大式期权行权起始日期(年)，若为欧美式期权此参数为0,"]
[" 第十一个参数t2：必选参数，百慕大式期权行权结束日期(年)，若为欧美式期权此参数为0"]
[" 第十二个参数b：必选参数，亚式等距点个数"]
[" 注：0<t1<t2<T"]
[]
["亚式期权_几何平均_浮动执行价"]
[" Asi_Geo_Float(AmeEurBermFlag, CallPutFlag, S0, x, sigma, r, q, maturity, N, t1, t2, b)"]
[" 功能：返回几何平均浮动执行价亚式期权价值。"]
[" 参数说明： "]
[" 第一个参数AmeEurFlag：必选参数，取值为\"e\"，\"b\"或\"a\", 其中\"e\"为欧式，\"a\"为美式, \"b\"为百慕大式"]
[" 第二个参数CallPutFlag：必选参数，期权类型，取值为\"call\"或\"put\"：\"call\"为看涨，\"put\"为看跌,"]
[" 第三个参数S0：必选参数，标的股票当前价格,"]
[" 第四个参数x：必选参数，执行价,"]
[" 第五个参数sigma：必选参数，波动率,"]
[" 第六个参数r：必选参数，无风险利率,"]
[" 第七个参数q：必选参数，红利率,"]
[" 第八个参数maturity：必选参数，期限,"]
[" 第九个参数N：必选参数，二叉树期数,"]
[" 第十个参数t1：必选参数，百慕大式期权行权起始日期(年)，若为欧美式期权此参数为0,"]
[" 第十一个参数t2：必选参数，百慕大式期权行权结束日期(年)，若为欧美式期权此参数为0"]
[" 第十二个参数b：必选参数，亚式等距点个数"]
[" 注：0<t1<t2<T"]

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["亚式期权","算术平均值算法",null,"固定执行价","Asi_Ari_Fix(AmeEurBermFlag, CallPutFlag, S0, x, sigma, r, q, maturity, N, t1, t2, b)"]
[null,null,null,"浮动执行价","Asi_Ari_Float(AmeEurBermFlag, CallPutFlag, S0, x, sigma, r, q, maturity, N, t1, t2, b)"]
[null,"几何平均值算法",null,"固定执行价","Asi_Geo_Fix(AmeEurBermFlag, CallPutFlag, S0, x, sigma, r, q, maturity, N, t1, t2, b)"]
[null,null,null,"浮动执行价","Asi_Geo_Float(AmeEurBermFlag, CallPutFlag, S0, x, sigma, r, q, maturity, N, t1, t2, b)"]
[]
["初始参数表"]
["资产价格(S0)",50]
["执行价格(X)",50]
["资产波动率(sigma)",0.4]
["无风险利率(r)",0.1]
["红利率(q)",0]
["到期期限(maturity)",2]
["期数(N)",4]
["百慕大式行权起始日期/年(t1)",0.5,"注：欧美式期权此参数为0"]
["百慕大式行权结束日期/年(t1)",1]
["亚式等距点(b)",4]
[]
["示例"]
["算术平均值算法",null,null,"固定执行价","公式"]
["看涨\n\"call\"","欧式","\"e\"",{"$f":"Asi_Ari_Fix(\"e\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":8.1366608153599955},"=Asi_Ari_Fix(\"e\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"美式","\"a\"",{"$f":"Asi_Ari_Fix(\"a\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":8.2057473373106653},"=Asi_Ari_Fix(\"a\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"百慕大式","\"b\"",{"$f":"Asi_Ari_Fix(\"b\",\"call\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)","v":8.1366608153599955},"=Asi_Ari_Fix(\"b\",\"call\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)"]
["看跌\n\"put\"","欧式","\"e\"",{"$f":"Asi_Ari_Fix(\"e\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":3.7181427488619514},"=Asi_Ari_Fix(\"e\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"美式","\"a\"",{"$f":"Asi_Ari_Fix(\"a\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":3.9859997256199811},"=Asi_Ari_Fix(\"a\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"百慕大式","\"b\"",{"$f":"Asi_Ari_Fix(\"b\",\"put\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)","v":3.7181427488619514},"=Asi_Ari_Fix(\"b\",\"put\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)"]
[null,null,null,"浮动执行价"]
["看涨\n\"call\"","欧式","\"e\"",{"$f":"Asi_Ari_Float(\"e\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":8.5769311500654712},"=Asi_Ari_Float(\"e\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"美式","\"a\"",{"$f":"Asi_Ari_Float(\"a\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":9.1057540457611985},"=Asi_Ari_Float(\"a\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"百慕大式","\"b\"",{"$f":"Asi_Ari_Float(\"b\",\"call\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)","v":8.5769311500654712},"=Asi_Ari_Float(\"b\",\"call\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)"]
["看跌\n\"put\"","欧式","\"e\"",{"$f":"Asi_Ari_Float(\"e\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":3.9319868704626049},"=Asi_Ari_Float(\"e\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"美式","\"a\"",{"$f":"Asi_Ari_Float(\"a\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":5.3415537017547647},"=Asi_Ari_Float(\"a\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"百慕大式","\"b\"",{"$f":"Asi_Ari_Float(\"b\",\"put\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)","v":3.9319868704626049},"=Asi_Ari_Float(\"b\",\"put\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)"]
["几何平均值算法",null,null,"固定执行价"]
["看涨\n\"call\"","欧式","\"e\"",{"$f":"Asi_Geo_Fix(\"e\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":7.1139501586118827},"=Asi_Geo_Fix(\"e\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"美式","\"a\"",{"$f":"Asi_Geo_Fix(\"a\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":7.1950578226730757},"=Asi_Geo_Fix(\"a\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"百慕大式","\"b\"",{"$f":"Asi_Geo_Fix(\"b\",\"call\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)","v":7.1139501586118827},"=Asi_Geo_Fix(\"b\",\"call\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)"]
["看跌\n\"put\"","欧式","\"e\"",{"$f":"Asi_Geo_Fix(\"e\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":4.1860417508125201},"=Asi_Geo_Fix(\"e\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"美式","\"a\"",{"$f":"Asi_Geo_Fix(\"a\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":4.4402944189593372},"=Asi_Geo_Fix(\"a\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"百慕大式","\"b\"",{"$f":"Asi_Geo_Fix(\"b\",\"put\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)","v":4.1860417508125201},"=Asi_Geo_Fix(\"b\",\"put\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)"]
[null,null,null,"浮动执行价"]
["看涨\n\"call\"","欧式","\"e\"",{"$f":"Asi_Geo_Float(\"e\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":9.6162755413474894},"=Asi_Geo_Float(\"e\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"美式","\"a\"",{"$f":"Asi_Geo_Float(\"a\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":9.9787577352207961},"=Asi_Geo_Float(\"a\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"百慕大式","\"b\"",{"$f":"Asi_Geo_Float(\"b\",\"call\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)","v":9.6162755413474894},"=Asi_Geo_Float(\"b\",\"call\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)"]
["看跌\n\"put\"","欧式","\"e\"",{"$f":"Asi_Geo_Float(\"e\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":3.480721603045942},"=Asi_Geo_Float(\"e\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"美式","\"a\"",{"$f":"Asi_Geo_Float(\"a\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)","v":4.8897959675967435},"=Asi_Geo_Float(\"a\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0,b)"]
[null,"百慕大式","\"b\"",{"$f":"Asi_Geo_Float(\"b\",\"put\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)","v":3.480721603045942},"=Asi_Geo_Float(\"b\",\"put\",S0,X,sigma,r_,q,maturity,N,t_1,t_2,b)"]