Skip to content

Two-state pricing input record

The input record separates terminal-state assumptions from their model-derived pricing weights.

Omni Finance AcademyBy Omni Finance Academy
On this page

Use the supplied hypothetical sample

The editable CSV contains current price 100, higher/lower prices 130/80, strike 100 and one-period rate 5%. It records the call amounts 30/0 and marks the inputs as hypothetical rather than a market forecast.

Retain the rate convention

Columns name the modeled period and its rate basis. If a source supplies an annual quotation for a shorter horizon, preserve that quotation and the explicit conversion. Do not overwrite the original label with an unqualified percentage.

Separate inputs and derived values

Pricing weight is an output of the consistency equation. Keep any independently assumed actual probability in a separate record with its source. Do not enter it as if it were the model weight.

Use the file as a reproducibility log

The download is an editable record, not a statistical estimation tool or a certified price feed. It does not validate state realism, exercise permissions or funding access.

Further references