Option Price Calculator 
Use
You use the option price calculator to calculate the NPV of options on transactions (bonds, swaps, FRAs, stocks), and to calculate the option delta.
Features
The following types of options can be valued:
Standard European options
Barrier options (up&out, up&in, down&out, down&in)
Hit-at-end-binary (digital) options
One-touch-binary (digital) options
Standard American options
The Hull-White model can be used to price American options on swaps and bonds. American options, whose underlying is not an interest rate instrument, are priced using a method that is based on the Cox-Ross-Rubinstein model.
Bermuda options on interest rate instruments
The system categorizes options firstly by their exercise type (European, American), and then by the type of the option itself.