Barrier option calculator using trinomial lattice by Peter Hoadley

Hoadley Trading & Investment Tools: Trinomial Barrier Option Calculator
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Strike price:		Volatility:	%
Underlying asset price:		Interest rate:	%
Barrier Type:		Days to expiration:
Barrier		Knockout rebate
Dividend: ($$.cc or % yield)		Days to ex-dividend: (blank for yield)
Option type:	Call Put	Exercise style:	American European


Discrete monitoring:		Hours per trading day
Calc. enhancement:		Trading days p.a.
No. Tree Steps (2- 100):	(max. 6 displayed)		Help

Results Summary
Option value - trinomial	7.9851
Option value - analytic	7.9986
Calculation enhancement: * Align nodes with barrier: * Interpolation:	No Yes
Adjusted barrier for discrete monitoring	Not adjusted
Hedge parameters: * Delta * Gamma * Vega * Theta	-0.463 0.010 0.191 -0.005
The Finance Add-in includes barrier options

Trinomial Tree for European Up & Out Put