Code Set
AssetValuationModelCodeSet
| ID | 2994 |
| Type | int |
| Pedigree | Added EP288 |
Identifies the model used for asset valuation or pricing calculations.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| BlackScholes | 1 | Black-Scholes | Added EP288 | |
| Whaley | 2 | Whaley | Added EP288 | |
| Bachelier | 3 | Bachelier | Added EP288 | |
| Kirk | 4 | Kirk | Added EP288 | |
| Curran | 5 | Curran | Added EP288 | |
| Black76 | 6 | Black-76 | Added EP288 | |
| Binomial | 7 | Binomial | Added EP288 | |
| OtherModel | 99 | Other model | Added EP288 |
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