Generic Functions (all equity exotic options)

Last updated 9 November 2026

Function reference › Equity Derivatives › Additional Functions

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

GIA_EQD_ExoticOptions_Greeks

Returns the Greeks of all types of equity exotic options supported in GIAnalyzer, except Asian options, given volatility, continuous dividend yield and interest rate. Irrelevant parameters have to be omitted.

GIA_EQD_ExoticOptions_Greeks(OptionType, ExoticType, BarrierType, SharesNumber, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Vol, DividendYield, InterestRate, VDate, Comp, Days, GreekType)

Returns: Greeks of all types of equity exotic options supported in GIAnalyzer, except Asian options

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`ExoticType`	Required	The exotic option type (CashOrNothing, AssetOrNothing, OneTouch, NoTouch, AmericanBarrier, EuropeanBarrier, DoubleBarrier, KIKO)
`BarrierType`	Required	The option's barrier type (Up-And-In, Up-And-Out, Down-And-In, Down-And-Out in single barrier options;In, Out in double barrier options;LowerOut-UpperIn, LowerIn-UpperOut in KIKO option)
`SharesNumber`	Required	In barrier options: the number of shares. In other types: the option's payoff.
`PayoffTime`	Required	The payoff's time (AtHit, AtExpiry)
`Strike`	Required	The option's strike price.
`Barrier1`	Required	In single barrier options and in touch options – the option's barrier. In double barrier options: the option's lower barrier.
`Barrier2`	Required	In double barrier options: the option's upper barrier.
`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_ExoticOptions_GreeksFromCurve

Returns the Greeks of all types of equity exotic options supported in GIAnalyzer, except Asian options, given volatility, continuous dividend yield and interest rate curve. Irrelevant parameters have to be omitted.

GIA_EQD_ExoticOptions_GreeksFromCurve(OptionType, ExoticType, BarrierType, SharesNumber, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Vol, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp, GreekType)

Returns: Greeks of all types of equity exotic options supported in GIAnalyzer, except Asian options

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`ExoticType`	Required	The exotic option type (CashOrNothing, AssetOrNothing, OneTouch, NoTouch, AmericanBarrier, EuropeanBarrier, DoubleBarrier, KIKO)
`BarrierType`	Required	The option's barrier type (Up-And-In, Up-And-Out, Down-And-In, Down-And-Out in single barrier options;In, Out in double barrier options;LowerOut-UpperIn, LowerIn-UpperOut in KIKO option)
`SharesNumber`	Required	In barrier options: the number of shares. In other types: the option's payoff.
`PayoffTime`	Required	The payoff's time (AtHit, AtExpiry)
`Strike`	Required	The option's strike price.
`Barrier1`	Required	In single barrier options and in touch options – the option's barrier. In double barrier options: the option's lower barrier.
`Barrier2`	Required	In double barrier options: the option's upper barrier.
`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_ExoticOptions_TV

Returns the theoretical value (TV) of all types of equity exotic options supported in GIAnalyzer, except Asian options, given volatility, continuous dividend yield and interest rate. Irrelevant parameters have to be omitted.

GIA_EQD_ExoticOptions_TV(OptionType, ExoticType, BarrierType, SharesNumber, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Vol, DividendYield, InterestRate, VDate, Comp, Days)

Returns: Theoretical value (TV) of all types of equity exotic options supported in GIAnalyzer, except Asian options

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`ExoticType`	Required	The exotic option type (CashOrNothing, AssetOrNothing, OneTouch, NoTouch, AmericanBarrier, EuropeanBarrier, DoubleBarrier, KIKO)
`BarrierType`	Required	The option's barrier type (Up-And-In, Up-And-Out, Down-And-In, Down-And-Out in single barrier options;In, Out in double barrier options;LowerOut-UpperIn, LowerIn-UpperOut in KIKO option)
`SharesNumber`	Required	In barrier options: the number of shares. In other types: the option's payoff.
`PayoffTime`	Required	The payoff's time (AtHit, AtExpiry)
`Strike`	Required	The option's strike price.
`Barrier1`	Required	In single barrier options and in touch options – the option's barrier. In double barrier options: the option's lower barrier.
`Barrier2`	Required	In double barrier options: the option's upper barrier.
`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_ExoticOptions_TVFromCurve

GIA_EQD_ExoticOptions_TVFromCurve(OptionType, ExoticType, BarrierType, SharesNumber, PayoffTime, Strike, Barrier1, Barrier2, EDate, DDate, S, Vol, DividendYield, CurveDates, CurveRates, VDate, Comp, Days, Interp)

Returns: Theoretical value (TV) of all types of equity exotic options supported in GIAnalyzer, except Asian options

Argument	Use	Description
`OptionType`	Required	The option type (Call, Put)
`ExoticType`	Required	The exotic option type (CashOrNothing, AssetOrNothing, OneTouch, NoTouch, AmericanBarrier, EuropeanBarrier, DoubleBarrier, KIKO)
`BarrierType`	Required	The option's barrier type (Up-And-In, Up-And-Out, Down-And-In, Down-And-Out in single barrier options;In, Out in double barrier options;LowerOut-UpperIn, LowerIn-UpperOut in KIKO option)
`SharesNumber`	Required	In barrier options: the number of shares. In other types: the option's payoff.
`PayoffTime`	Required	The payoff's time (AtHit, AtExpiry)
`Strike`	Required	The option's strike price.
`Barrier1`	Required	In single barrier options and in touch options – the option's barrier. In double barrier options: the option's lower barrier.
`Barrier2`	Required	In double barrier options: the option's upper barrier.
`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)