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{"sheet":"Cash or Nothing","index":0,"n_rows":15,"n_cols":4,"rows_kept":15,"cut":false,"hidden":false,"merged":[]}
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[null,null,"Binormial Tree Price for a European Cash-or-Nothing Option"]
[]
[null,null,"Spot Price(S)",50]
[null,null,"Strike Price(K)",40]
[null,null,"Payoff(Q)",10]
[null,null,"Year to Maturity(T)",0.5]
[null,null,"Risk-Free Rate(r)",0.04]
[null,null,"Dividend Yield(q)",0.02]
[null,null,"Volatility(sigma)",0.4]
[null,null,"Steps(n)",250]
[null,null,"Type(Call or Put)","Call"]
[]
[null,null,"Option Price",{"$f":"LRCash(S, K, PayOff, T, rf, q, v, n, PutCall)","v":7.3775075063569346}]

{"sheet":"Asset or Nothing","index":1,"n_rows":14,"n_cols":4,"rows_kept":14,"cut":false,"hidden":false,"merged":[]}
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[null,null,"Binormial Tree Price for a European Asset-or-Nothing Option"]
[]
[null,null,"Spot Price(S)",30]
[null,null,"Strike Price(K)",40]
[null,null,"Year to Maturity(T)",0.5]
[null,null,"Risk-Free Rate(r)",0.05]
[null,null,"Dividend Yield(q)",0.01]
[null,null,"Volatility(sigma)",0.3]
[null,null,"Steps(n)",250]
[null,null,"Type(Call or Put)","Call"]
[]
[null,null,"Option Price",{"$f":"LRAsset(Spot, sp, YtM, rfr, dy, sigma, st, op)","v":3.6979040481583167}]

{"sheet":"Binormial Trees","index":2,"n_rows":26,"n_cols":7,"rows_kept":26,"cut":false,"hidden":false,"merged":[]}
["Call at each notes:"]
[" Upper value = Underlying Asset Price"]
[" Lower value = Option Price"]
["Values in red are a result of early exercise."]
[]
["Strike price = 40"]
["Discount factor per step = 0,9917"]
["Time step, dt = 0,1667 years, 60,83 days"]
["Growth factor per step, a = 1,0084"]
["Probability of up move, p = 0,4848"]
["Up step size, u = 1,1774",null,null,null,null,null,81.607482411434617]
["Down step size, d = 0,8493",null,null,null,null,null,41.607482411434617]
[null,null,null,null,69.312248582438087]
[null,null,null,null,29.644196876883044]
[null,null,58.869452427569804,null,null,null,58.869452427569804]
[null,null,19.530594274705102,null,null,null,18.869452427569804]
[50,null,null,null,50]
[12.236909384952959,null,null,null,10.331948294444961]
[null,null,42.466846503725883,null,null,null,42.466846503725883]
[null,null,5.5730529965895501,null,null,null,2.4668465037258827]
[null,null,null,null,36.068661039420313]
[null,null,null,null,1.185939559296199]
[null,null,null,null,null,null,30.634445839119611]
[null,null,null,null,null,null,0]
["Node Time: "]
[0,null,0.16666666666666666,null,0.33333333333333331,null,0.5]