B.1 Examples

This topic describes examples such interest rate options, currency options, Contingent Entries and Delta Accounting, and Swaption with European Expiration.Example I - Interest Rate Options

This topic gives the list of examples of processing interest rate and currency options.

This topic contains the following Examples:

• Example I - Interest Rate Options
  
• Example II - Currency Options
  
• Example III – Contingent Entries and Delta Accounting
  
• Example IV – Swaption with European Expiration