On Thu, 2009-07-02 at 12:25 +1000, Sumit Gupta wrote:
> I have small question. Is dividend yield parameter a percentage or the
> amount earned (before expiry of Option)?
It's a percentage. A rate per year, actually, so if you have the amount
you'll have to divide it by both the notional _and_ the time to
maturity.
Luigi
--
Things should be made as simple as possible, but no simpler.
-- Albert Einstein
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