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["回望期权_固定执行价"]
[" Lookback_Fix(AmeEurBermFlag, CallPutFlag, S0, x, sigma, r, q, maturity, N, t1, t2)"]
[" 功能：返回固定执行价回望期权价值。"]
[" 参数说明： "]
[" 第一个参数AmeEurBermFlag：必选参数，欧式为'e'，美式为'a'，百慕大式为'b',"]
[" 第二个参数CallPutFlag：必选参数，期权类型：看涨为'call'，看跌为'put',"]
[" 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"]
["注：0<t1<t2<T"]
[]
["回望期权_浮动执行价"]
[" Lookback_Float(AmeEurBermFlag, CallPutFlag, S0, x, sigma, r, q, maturity, N, t1, t2)"]
[" 功能：返回浮动执行价回望期权价值。"]
[" 参数说明： "]
[" 第一个参数AmeEurBermFlag：必选参数，欧式为'e'，美式为'a'，百慕大式为'b',"]
[" 第二个参数CallPutFlag：必选参数，期权类型：看涨为'call'，看跌为'put',"]
[" 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"]
["注：0<t1<t2<T"]

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["固定执行价回望期权：Lookback_Fix(AmeEurBermFlag, CallPutFlag, S0, x, sigma, r, q, maturity, N, t1, t2)"]
["浮动执行价回望期权：Lookback_Float(AmeEurBermFlag, CallPutFlag, S0, x, sigma, r, q, maturity, N, t1, t2)"]
[]
["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）",0.5,"注：欧美式期权此参数为0"]
["百慕大式行权结束日期（年）",1]
[]
["示例"]
[null,null,null,"固定执行价","公式"]
["看涨\n\"call\"","欧式","\"e\"",{"$f":"Lookback_Fix(\"e\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0)","v":21.427761160178957},"=Lookback_Fix(\"e\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0)"]
[null,"美式","\"a\"",{"$f":"Lookback_Fix(\"a\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0)","v":21.717030203169564},"=Lookback_Fix(\"a\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0)"]
[null,"百慕大式","\"b\"",{"$f":"Lookback_Fix(\"b\",\"call\",S0,X,sigma,r_,q,maturity,N,t_1,t_2)","v":21.427761160178957},"=Lookback_Fix(\"b\",\"call\",S0,X,sigma,r_,q,maturity,N,t_1,t_2)"]
["看跌\n\"put\"","欧式","\"e\"",{"$f":"Lookback_Fix(\"e\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0)","v":9.561138339069462},"=Lookback_Fix(\"e\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0)"]
[null,"美式","\"a\"",{"$f":"Lookback_Fix(\"a\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0)","v":9.736989812877944},"=Lookback_Fix(\"a\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0)"]
[null,"百慕大式","\"b\"",{"$f":"Lookback_Fix(\"b\",\"put\",S0,X,sigma,r_,q,maturity,N,t_1,t_2)","v":9.561138339069462},"=Lookback_Fix(\"b\",\"put\",S0,X,sigma,r_,q,maturity,N,t_1,t_2)"]
[null,null,null,"浮动执行价"]
["看涨\n\"call\"","欧式","\"e\"",{"$f":"Lookback_Float(\"e\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0)","v":18.624600685170375},"=Lookback_Float(\"e\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0)"]
[null,"美式","\"a\"",{"$f":"Lookback_Float(\"a\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0)","v":18.624600685170375},"=Lookback_Float(\"a\",\"call\",S0,X,sigma,r_,q,maturity,N,0,0)"]
[null,"百慕大式","\"b\"",{"$f":"Lookback_Float(\"b\",\"call\",S0,X,sigma,r_,q,maturity,N,t_1,t_2)","v":18.624600685170375},"=Lookback_Float(\"b\",\"call\",S0,X,sigma,r_,q,maturity,N,t_1,t_2)"]
["看跌\n\"put\"","欧式","\"e\"",{"$f":"Lookback_Float(\"e\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0)","v":12.364298814078044},"=Lookback_Float(\"e\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0)"]
[null,"美式","\"a\"",{"$f":"Lookback_Float(\"a\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0)","v":14.424702246021898},"=Lookback_Float(\"a\",\"put\",S0,X,sigma,r_,q,maturity,N,0,0)"]
[null,"百慕大式","\"b\"",{"$f":"Lookback_Float(\"b\",\"put\",S0,X,sigma,r_,q,maturity,N,t_1,t_2)","v":13.590790199638631},"=Lookback_Float(\"b\",\"put\",S0,X,sigma,r_,q,maturity,N,t_1,t_2)"]