text_combined: research library needed netco louise spoke people today found research models already included migration plan models used structuring groups risk groups already included want accomplish make sure exhaustive list models issue get documentation models sure yet exotica library included migration plan keep updated thanks zhiyong original message kitchen louise sent tuesday january 08 2002 5 17 pm wei zhiyong koehler anne c cc port david subject research library needed netco anne need netco late original message wei zhiyong sent tuesday january 08 2002 12 00 pm kitchen louise koehler anne c subject research library needed netco louise needs source code documentation exotica library functions addition need excel add build environment building exotica dll help functionality need documentation models used traders risk managers naveen list models group help maintain models exotica library provide expertise help get complete list models used following list exotica functions thanks zhiyong list exotica library functions name description agc asian option pricing using geometric conditioning approximation amer american option valuation amerb american option valuation using binomial tree model asn asian option using fast approximation asnsprd asian spread option asnsprd 2 spread option asian spread astrip asian option strip allows correlation specified astrip 2 asian option two asset average asv asian option using fast volatility approximation bascorr determines correlation two baskets assets basvol calculates approximate volatility basket equities commoditites basvolt calculates approximate volatility basket equities commoditites expire different times basvol 2 calculates approximate volatility basket two forward contracts bost bost option pay maturity european option brrr barrier option risk parameters cmpdv cmpdv option two point volatility term structure cod cash delivery option codprem cash delivery option contingent premium combopt combinations european calls puts strangles strangles bull spreads digital digital cash nothing option dstrip strip daily options eimpvol implied volatility european option using black scholes formula euro black scholes european option valuation euro _ equity black scholes european option stocks euro _ forward balck model european option forward futures contract forexch options currencies impvolab implied volatility american option using binomial tree model lkbk lkbk option analytical solution continuous case ostrip strip daily fixed price fp forward start fs options ostripsprd strip daily fixed price spread options pplus european spread option two baskets combination analytical method 1 integration quanto options commodity exchange rate risk rbow rbow options various dual commodity options sprdopt european spread option swaption option enter swap xcap value option strip call put cap floor xcol xcol 2 xcol 3 option collar xcol 3 flexible updated version preferred function pricing options kind yrstrip annual strip daily european options subject daily monthly yearly take contraints