K Maturity S sigma intRate div tau N

60 1 58 0.2 0.06 2 0.5 3

pu = 0.56
deltaT 0.33
v= 0.04 0.98
deltaXu = 0.12 0.44
deltaXd = -0.12
0 1 2 3
0
0
1.98 0
1.94 0
1.98 0
0
0
79.45
70.73
62.97 62.97
56.06 56.06
49.91 49.91
44.43
39.56
79.45
70.73
64.95 62.97
58.00 56.06
51.89 49.91
44.43
39.56
0.00
0.00
1.90 0.00
4.78 4.38
8.63 10.09
14.38
20.44
0.046200 0.049900 0.052100 0.053500 0.054600 0.055700 0.056400 0.056900 0.057400
0.050000 0.052300 0.053700 0.054900 0.056000 0.056700 0.057200 0.057700

0.000100 0.000200 0.000200 0.000300 0.000300 0.000300 0.000300 0.000300

0.200% 0.382% 0.372% 0.546% 0.536% 0.529% 0.524% 0.520%

NP 100000000
fix 150,310,000 1.50
-1.42E+06 float 79,220,000 0.79 0.71
K 0.79
LIA_PV 71,089,000

71,090,000

float-k.fix 0.71
0.058100
0.058500

0.000400
0.684%