diff options
Diffstat (limited to 'source/text/scalc/01/func_opt_prob_hit.xhp')
| -rw-r--r-- | source/text/scalc/01/func_opt_prob_hit.xhp | 53 |
1 files changed, 53 insertions, 0 deletions
diff --git a/source/text/scalc/01/func_opt_prob_hit.xhp b/source/text/scalc/01/func_opt_prob_hit.xhp new file mode 100644 index 0000000000..b8b365c1ef --- /dev/null +++ b/source/text/scalc/01/func_opt_prob_hit.xhp @@ -0,0 +1,53 @@ +<?xml version="1.0" encoding="UTF-8"?> +<helpdocument version="1.0"> + <!-- + * This file is part of the LibreOffice project. + * + * This Source Code Form is subject to the terms of the Mozilla Public + * License, v. 2.0. If a copy of the MPL was not distributed with this + * file, You can obtain one at http://mozilla.org/MPL/2.0/. + * + --> + + <meta> + <topic id="functoptprobhit" indexer="include" status="PUBLISH"> + <title id="tit" xml-lang="en-US">Function OPT_PROB_HIT</title> + <filename>/text/scalc/01/func_opt_prob_hit.xhp</filename> + </topic> + </meta> + <body> + <section id="optprobhit"> + <bookmark xml-lang="en-US" branch="index" id="bm_id961575074485125"> + <bookmark_value>OPT_PROB_HIT function</bookmark_value> + </bookmark> + <bookmark id="bm_id391575063908362" xml-lang="en-US" branch="hid/SC_HID_FUNC_OPT_PROB_HIT" localize="false"/> + <h2 id="hd_id71575063908363"><variable id="optprobhith1"><link href="text/scalc/01/func_opt_prob_hit.xhp" name="OPT_PROB_HIT">OPT_PROB_HIT</link></variable></h2> + <paragraph id="par_id591575063908364" role="paragraph" xml-lang="en-US"><variable id="variable name"><ahelp hid=".">Returns the probability that an asset hits a predetermined barrier price, assuming that the stock price can be modeled as a process S that follows the stochastic differential equation</ahelp></variable>, as follows.</paragraph> + <paragraph role="paragraph" id="par_id21575078735992" xml-lang="en-US"> + <image src="media/helpimg/sc_func_opt01.svg" id="img_id211575078735993" width="4cm" height="1cm"><alt xml-lang="en-US" id="alt_id401575078735994">OPT_PROB_HIT equation</alt></image> + </paragraph> + <paragraph role="paragraph" id="par_id821575074114118"><literal>µ</literal> is the asset’s percentage drift, <literal>vol</literal> is the percentage volatility of the stock, and <literal>dW</literal> is a random sample drawn from a normal distribution with a zero mean. <literal>W</literal> is a Wiener process or Brownian motion.</paragraph> + </section> + <embed href="text/scalc/01/func_opt_touch.xhp#opttip"/> + <embed href="text/scalc/00/avail_release.xhp#4.0"/> + <embed href="text/scalc/01/common_func.xhp#sectionsyntax"/> + <paragraph role="code" id="par_id211575074192954">OPT_PROB_HIT(Spot; Volatility; Drift; Maturity; Lower Barrier; Upper Barrier)</paragraph> + <paragraph role="paragraph" id="par_id641575073609823" localize="false"><embedvar href="text/scalc/01/func_opt_touch.xhp#optspot" markup="keep"/></paragraph> + <paragraph role="paragraph" id="par_id731575073617425" localize="false"><embedvar href="text/scalc/01/func_opt_touch.xhp#optvolat" markup="keep"/></paragraph> + <paragraph role="paragraph" id="par_id901575074339820"><variable id="optdrift"><emph>Drift</emph> is the annual stock price percentage drift rate (µ in the above formula). The value is expressed as a decimal (for example, enter 15% as 0.15).</variable></paragraph> + <paragraph role="paragraph" id="par_id541575073629073" localize="false"><embedvar href="text/scalc/01/func_opt_touch.xhp#optmaturity" markup="keep"/></paragraph> + <paragraph role="paragraph" id="par_id681575073426941"><variable id="optstrike"><emph>Strike</emph> is the strike price of the option and should be non-negative.</variable></paragraph> + <paragraph role="paragraph" id="par_id321575073632473" localize="false"><embedvar href="text/scalc/01/func_opt_touch.xhp#optlowbar" markup="keep"/></paragraph> + <paragraph role="paragraph" id="par_id541575073636017" localize="false"><embedvar href="text/scalc/01/func_opt_touch.xhp#optupbar" markup="keep"/></paragraph> + <embed href="text/scalc/01/common_func.xhp#sectionexample"/> + <paragraph role="paragraph" id="par_id971575074431070"><input>=OPT_PROB_HIT(30,0.2,0.3,1,0,40)</input> returns the value 0.6119.</paragraph> + <paragraph role="paragraph" id="par_id171575074434932"><input>=OPT_PROB_HIT(70,0.3,0.1,0.5,60,0)</input> returns the value 0.4239.</paragraph> + <section id="relatedtopics"> + <embed href="text/scalc/01/func_opt_barrier.xhp#optbrarrierh1"/> + <embed href="text/scalc/01/func_opt_touch.xhp#opttouchh1"/> + <embed href="text/scalc/01/func_opt_prob_inmoney.xhp#optprobinmoneyh1"/> + <embed href="text/scalc/01/func_opt_prob_hit.xhp#optprobhith1"/> + <embed href="text/scalc/01/func_opt_touch.xhp#relatedfinancial"/> + </section> +</body> +</helpdocument> |