Reply To: Compound power options

Phil Walsh

There are compound options available in the ComOpt toolset (C-EO-CALL/PUT). They do not support (a) exercising into physically settling options or (b) the specifics of Power (super indexes, products, price bands, time zones, etc), but they might provide a better valuation than the proposed approach.

Download PDF version

This field is for validation purposes and should be left unchanged.