Description

Type: int

Identifies the model used for asset valuation or pricing calculations.

Valid values:

  • 1 = Black-Scholes
  • 2 = Whaley
  • 3 = Bachelier
  • 4 = Kirk
  • 5 = Curran
  • 6 = Black-76
  • 7 = Binomial
  • 99 = Other model

Used In