European Vanilla Option

Last updated 9 November 2026

Function reference › Equity Derivatives › European Vanilla Options

27 GIAnalyzer functions for Excel. Optional arguments are shown in [brackets].

GIA_EQD_VanillaE_Greeks

Returns the Greeks of a European equity vanilla option, given volatility, continuous dividend yield and interest rate, using the Black-Scholes model.

GIA_EQD_VanillaE_Greeks(OptionType, SharesNumber, Strike, EDate, DDate, S, Vol, DividendYield, InterestRate, VDate, Comp, Days, GreekType)

Returns: Greeks of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`Vol`	Required	The volatility of the underlying asset.
`DividendYield`	Required	The continuous annual dividend yield.
`InterestRate`	Required	The interest rate.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`GreekType`	Required	The Greek's type returned by the function (Delta, Gamma, Vega, Theta, Rho1, Rho2, Vanna, Volga)

GIA_EQD_VanillaE_GreeksBinomial

Returns the Greeks of a European equity vanilla option, given volatility, continuous dividend yield and interest rate, using a binomial model.

GIA_EQD_VanillaE_GreeksBinomial(OptionType, SharesNumber, Strike, EDate, DDate, S, Vol, DividendYield, InterestRate, VDate, Comp, Days, GreekType, n)

Returns: Greeks of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`Vol`	Required	The volatility of the underlying asset.
`DividendYield`	Required	The continuous annual dividend yield.
`InterestRate`	Required	The interest rate.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`GreekType`	Required	The Greek's type returned by the function (Delta, Gamma, Vega, Theta, Rho1, Rho2, Vanna, Volga)
`n`	Required	The number of steps in the binomial tree.

GIA_EQD_VanillaE_GreeksFromCurve

Returns the Greeks of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate curve, using the Black-Scholes model.

GIA_EQD_VanillaE_GreeksFromCurve(OptionType, SharesNumber, Strike, EDate, DDate, S, Vol, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp, GreekType)

Returns: Greeks of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`Vol`	Required	The volatility of the underlying asset.
`DividendYield`	Required	The continuous annual dividend yield.
`CurveDates`	Required	The array of dates in the interest rate curve.
`CurveRates`	Required	The array of rates in the interest rate curve.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (Delta, Gamma, Vega, Theta, Rho1, Rho2, Vanna, Volga)

GIA_EQD_VanillaE_GreeksFromCurveBinomial

Returns the Greeks of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate curve, using a binomial model.

GIA_EQD_VanillaE_GreeksFromCurveBinomial(OptionType, SharesNumber, Strike, EDate, DDate, S, Vol, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp, GreekType, n)

Returns: Greeks of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`Vol`	Required	The volatility of the underlying asset.
`DividendYield`	Required	The continuous annual dividend yield.
`CurveDates`	Required	The array of dates in the interest rate curve.
`CurveRates`	Required	The array of rates in the interest rate curve.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (Delta, Gamma, Vega, Theta, Rho1, Rho2, Vanna, Volga)
`n`	Required	The number of steps in the binomial tree.

GIA_EQD_VanillaE_GreeksFromCurveMonteCarlo

Returns the Greeks of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate curve, using the Monte-Carlo method.

GIA_EQD_VanillaE_GreeksFromCurveMonteCarlo(OptionType, SharesNumber, Strike, EDate, DDate, S, Vol, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp, GreekType, n, Seed)

Returns: Greeks of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`Vol`	Required	The volatility of the underlying asset.
`DividendYield`	Required	The continuous annual dividend yield.
`CurveDates`	Required	The array of dates in the interest rate curve.
`CurveRates`	Required	The array of rates in the interest rate curve.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (Delta, Gamma, Vega, Theta, Rho1, Rho2, Vanna, Volga)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_EQD_VanillaE_GreeksFromSurface

Returns the Greeks of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate, using the Black-Scholes model.

GIA_EQD_VanillaE_GreeksFromSurface(OptionType, SharesNumber, Strike, EDate, DDate, S, VolSurface, DividendYield, InterestRate, VDate, Comp, Days, GreekType)

Returns: Greeks of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`VolSurface`	Required	The volatility surface.
`DividendYield`	Required	The continuous annual dividend yield.
`InterestRate`	Required	The interest rate.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`GreekType`	Required	The Greek's type returned by the function (Delta, Gamma, Vega, Theta, Rho1, Rho2, Vanna, Volga)

GIA_EQD_VanillaE_GreeksFromSurfaceAndCurve

Returns the Greeks of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate curve, using the Black-Scholes model.

GIA_EQD_VanillaE_GreeksFromSurfaceAndCurve(OptionType, SharesNumber, Strike, EDate, DDate, S, VolSurface, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp, GreekType)

Returns: Greeks of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`VolSurface`	Required	The volatility surface.
`DividendYield`	Required	The continuous annual dividend yield.
`CurveDates`	Required	The array of dates in the interest rate curve.
`CurveRates`	Required	The array of rates in the interest rate curve.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (Delta, Gamma, Vega, Theta, Rho1, Rho2, Vanna, Volga)

GIA_EQD_VanillaE_GreeksFromSurfaceAndCurveBinomial

Returns the Greeks of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate curve, using a binomial model.

GIA_EQD_VanillaE_GreeksFromSurfaceAndCurveBinomial(OptionType, SharesNumber, Strike, EDate, DDate, S, VolSurface, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp, GreekType, n)

Returns: Greeks of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`VolSurface`	Required	The volatility surface.
`DividendYield`	Required	The continuous annual dividend yield.
`CurveDates`	Required	The array of dates in the interest rate curve.
`CurveRates`	Required	The array of rates in the interest rate curve.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (Delta, Gamma, Vega, Theta, Rho1, Rho2, Vanna, Volga)
`n`	Required	The number of steps in the binomial tree.

GIA_EQD_VanillaE_GreeksFromSurfaceAndCurveMonteCarlo

Returns the Greeks of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate curve, using the Monte-Carlo method.

GIA_EQD_VanillaE_GreeksFromSurfaceAndCurveMonteCarlo(OptionType, SharesNumber, Strike, EDate, DDate, S, VolSurface, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp, GreekType, n, Seed)

Returns: Greeks of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`VolSurface`	Required	The volatility surface.
`DividendYield`	Required	The continuous annual dividend yield.
`CurveDates`	Required	The array of dates in the interest rate curve.
`CurveRates`	Required	The array of rates in the interest rate curve.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`GreekType`	Required	The Greek's type returned by the function (Delta, Gamma, Vega, Theta, Rho1, Rho2, Vanna, Volga)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_EQD_VanillaE_GreeksFromSurfaceBinomial

Returns the Greeks of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate, using a binomial model.

GIA_EQD_VanillaE_GreeksFromSurfaceBinomial(OptionType, SharesNumber, Strike, EDate, DDate, S, VolSurface, DividendYield, InterestRate, VDate, Comp, Days, GreekType, n)

Returns: Greeks of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`VolSurface`	Required	The volatility surface.
`DividendYield`	Required	The continuous annual dividend yield.
`InterestRate`	Required	The interest rate.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`GreekType`	Required	The Greek's type returned by the function (Delta, Gamma, Vega, Theta, Rho1, Rho2, Vanna, Volga)
`n`	Required	The number of steps in the binomial tree.

GIA_EQD_VanillaE_GreeksFromSurfaceMonteCarlo

Returns the Greeks of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate, using the Monte-Carlo method.

GIA_EQD_VanillaE_GreeksFromSurfaceMonteCarlo(OptionType, SharesNumber, Strike, EDate, DDate, S, VolSurface, DividendYield, InterestRate, VDate, Comp, Days, GreekType, n, Seed)

Returns: Greeks of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`VolSurface`	Required	The volatility surface.
`DividendYield`	Required	The continuous annual dividend yield.
`InterestRate`	Required	The interest rate.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`GreekType`	Required	The Greek's type returned by the function (Delta, Gamma, Vega, Theta, Rho1, Rho2, Vanna, Volga)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_EQD_VanillaE_GreeksMonteCarlo

Returns the Greeks of a European equity vanilla option, given volatility, continuous dividend yield and interest rate, using the Monte-Carlo method.

GIA_EQD_VanillaE_GreeksMonteCarlo(OptionType, SharesNumber, Strike, EDate, DDate, S, Vol, DividendYield, InterestRate, VDate, Comp, Days, GreekType, n, Seed)

Returns: Greeks of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`Vol`	Required	The volatility of the underlying asset.
`DividendYield`	Required	The continuous annual dividend yield.
`InterestRate`	Required	The interest rate.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`GreekType`	Required	The Greek's type returned by the function (Delta, Gamma, Vega, Theta, Rho1, Rho2, Vanna, Volga)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_EQD_VanillaE_ImpliedVol

Returns the implied volatility of a European equity vanilla option, given the option's value, continuous dividend yield and interest rate, using the Black-Scholes model.

GIA_EQD_VanillaE_ImpliedVol(OptionType, SharesNumber, Strike, EDate, DDate, OptionValue, S, DividendYield, InterestRate, VDate, Comp, Days)

Returns: Implied volatility of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`OptionValue`	Required	The option's value
`S`	Required	The spot price.
`DividendYield`	Required	The continuous annual dividend yield.
`InterestRate`	Required	The interest rate.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)

GIA_EQD_VanillaE_ImpliedVolFromCurve

Returns the implied volatility of a European equity vanilla option, given the option's value, continuous dividend yield and interest rate curve, using the Black-Scholes model.

GIA_EQD_VanillaE_ImpliedVolFromCurve(OptionType, SharesNumber, Strike, EDate, DDate, OptionValue, S, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp)

Returns: Implied volatility of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`OptionValue`	Required	The option's value
`S`	Required	The spot price.
`DividendYield`	Required	The continuous annual dividend yield.
`CurveDates`	Required	The array of dates in the interest rate curve.
`CurveRates`	Required	The array of rates in the interest rate curve.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)

GIA_EQD_VanillaE_Value

Returns the value of a European equity vanilla option, given volatility, continuous dividend yield and interest rate, using the Black-Scholes model.

GIA_EQD_VanillaE_Value(OptionType, SharesNumber, Strike, EDate, DDate, S, Vol, DividendYield, InterestRate, VDate, Comp, Days)

Returns: Value of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`Vol`	Required	The volatility of the underlying asset.
`DividendYield`	Required	The continuous annual dividend yield.
`InterestRate`	Required	The interest rate.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)

GIA_EQD_VanillaE_ValueBinomial

Returns the value of a European equity vanilla option, given volatility, continuous dividend yield and interest rate, using a binomial model.

GIA_EQD_VanillaE_ValueBinomial(OptionType, SharesNumber, Strike, EDate, DDate, S, Vol, DividendYield, InterestRate, VDate, Comp, Days, n)

Returns: Value of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`Vol`	Required	The volatility of the underlying asset.
`DividendYield`	Required	The continuous annual dividend yield.
`InterestRate`	Required	The interest rate.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`n`	Required	The number of steps in the binomial tree.

GIA_EQD_VanillaE_ValueFromCurve

Returns the value of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate curve, using the Black-Scholes model.

GIA_EQD_VanillaE_ValueFromCurve(OptionType, SharesNumber, Strike, EDate, DDate, S, Vol, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp)

Returns: Value of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`Vol`	Required	The volatility of the underlying asset.
`DividendYield`	Required	The continuous annual dividend yield.
`CurveDates`	Required	The array of dates in the interest rate curve.
`CurveRates`	Required	The array of rates in the interest rate curve.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)

GIA_EQD_VanillaE_ValueFromCurveBinomial

Returns the value of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate curve, using a binomial model.

GIA_EQD_VanillaE_ValueFromCurveBinomial(OptionType, SharesNumber, Strike, EDate, DDate, S, Vol, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp, n)

Returns: Value of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`Vol`	Required	The volatility of the underlying asset.
`DividendYield`	Required	The continuous annual dividend yield.
`CurveDates`	Required	The array of dates in the interest rate curve.
`CurveRates`	Required	The array of rates in the interest rate curve.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`n`	Required	The number of steps in the binomial tree.

GIA_EQD_VanillaE_ValueFromCurveMonteCarlo

Returns the value of a European equity vanilla option, given volatility, continuous dividend yield and an interest rate curve, using the Monte-Carlo method.

GIA_EQD_VanillaE_ValueFromCurveMonteCarlo(OptionType, SharesNumber, Strike, EDate, DDate, S, Vol, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp, n, Seed)

Returns: Value of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`Vol`	Required	The volatility of the underlying asset.
`DividendYield`	Required	The continuous annual dividend yield.
`CurveDates`	Required	The array of dates in the interest rate curve.
`CurveRates`	Required	The array of rates in the interest rate curve.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_EQD_VanillaE_ValueFromSurface

Returns the value of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate, using the Black-Scholes model.

GIA_EQD_VanillaE_ValueFromSurface(OptionType, SharesNumber, Strike, EDate, DDate, S, VolSurface, DividendYield, InterestRate, VDate, Comp, Days)

Returns: Value of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`VolSurface`	Required	The volatility surface.
`DividendYield`	Required	The continuous annual dividend yield.
`InterestRate`	Required	The interest rate.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)

GIA_EQD_VanillaE_ValueFromSurfaceAndCurve

Returns the value of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate curve, using the Black-Scholes model.

GIA_EQD_VanillaE_ValueFromSurfaceAndCurve(OptionType, SharesNumber, Strike, EDate, DDate, S, VolSurface, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp)

Returns: Value of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`VolSurface`	Required	The volatility surface.
`DividendYield`	Required	The continuous annual dividend yield.
`CurveDates`	Required	The array of dates in the interest rate curve.
`CurveRates`	Required	The array of rates in the interest rate curve.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)

GIA_EQD_VanillaE_ValueFromSurfaceAndCurveBinomial

Returns the value of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate curve, using a binomial model.

GIA_EQD_VanillaE_ValueFromSurfaceAndCurveBinomial(OptionType, SharesNumber, Strike, EDate, DDate, S, VolSurface, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp, n)

Returns: Value of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`VolSurface`	Required	The volatility surface.
`DividendYield`	Required	The continuous annual dividend yield.
`CurveDates`	Required	The array of dates in the interest rate curve.
`CurveRates`	Required	The array of rates in the interest rate curve.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`n`	Required	The number of steps in the binomial tree.

GIA_EQD_VanillaE_ValueFromSurfaceAndCurveMonteCarlo

Returns the value of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate curve, using the Monte-Carlo method.

GIA_EQD_VanillaE_ValueFromSurfaceAndCurveMonteCarlo(OptionType, SharesNumber, Strike, EDate, DDate, S, VolSurface, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp, n, Seed)

Returns: Value of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`VolSurface`	Required	The volatility surface.
`DividendYield`	Required	The continuous annual dividend yield.
`CurveDates`	Required	The array of dates in the interest rate curve.
`CurveRates`	Required	The array of rates in the interest rate curve.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rates (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rates (act/360, act/365, act/act, 30E/360, 30I/360)
`Interp`	Required	The interpolation method (Linear, LogLinear, CubicSpline, Exponential)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_EQD_VanillaE_ValueFromSurfaceBinomial

Returns the value of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate, using a binomial model.

GIA_EQD_VanillaE_ValueFromSurfaceBinomial(OptionType, SharesNumber, Strike, EDate, DDate, S, VolSurface, DividendYield, InterestRate, VDate, Comp, Days, n)

Returns: Value of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`VolSurface`	Required	The volatility surface.
`DividendYield`	Required	The continuous annual dividend yield.
`InterestRate`	Required	The interest rate.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`n`	Required	The number of steps in the binomial tree.

GIA_EQD_VanillaE_ValueFromSurfaceMonteCarlo

Returns the value of a European equity vanilla option, given a volatility surface, continuous dividend yield and interest rate, using the Monte-Carlo method.

GIA_EQD_VanillaE_ValueFromSurfaceMonteCarlo(OptionType, SharesNumber, Strike, EDate, DDate, S, VolSurface, DividendYield, InterestRate, VDate, Comp, Days, n, Seed)

Returns: Value of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`VolSurface`	Required	The volatility surface.
`DividendYield`	Required	The continuous annual dividend yield.
`InterestRate`	Required	The interest rate.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_EQD_VanillaE_ValueMonteCarlo

Returns the value of a European equity vanilla option, given volatility, continuous dividend yield and interest rate, using the Monte-Carlo method.

GIA_EQD_VanillaE_ValueMonteCarlo(OptionType, SharesNumber, Strike, EDate, DDate, S, Vol, DividendYield, InterestRate, VDate, Comp, Days, n, Seed)

Returns: Value of a European equity vanilla option

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`SharesNumber`	Required	The number of shares.
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`Vol`	Required	The volatility of the underlying asset.
`DividendYield`	Required	The continuous annual dividend yield.
`InterestRate`	Required	The interest rate.
`VDate`	Required	The value date.
`Comp`	Required	The compounding basis of the interest rate (Annual, SemiAnnual, Quarterly, Monthly, Simple, Continuous)
`Days`	Required	The time basis of the interest rate (act/360, act/365, act/act, 30E/360, 30I/360)
`n`	Required	The number of Monte-Carlo paths generated,
`Seed`	Required	The seed for the random number generator.

GIA_EQD_VanillaE_VolFromSurface

Returns the volatility for a European equity vanilla option extracted from a volatility surface, given continuous dividend yield and interest rate.

GIA_EQD_VanillaE_VolFromSurface(Strike, EDate, DDate, S, VolSurface, VDate)

Returns: Volatility for a European equity vanilla option extracted from a volatility surface

Argument	Use	Description
`Strike`	Required	The option's strike price.
`EDate`	Required	The expiry date.
`DDate`	Required	The delivery date.
`S`	Required	The spot price.
`VolSurface`	Required	The volatility surface.
`VDate`	Required	The value date.