**Simple Vanilla Call/Put Pricer**

*Notes: DCF should be the price of a zero-coupon bond paying 1 at expiry, eg. 0.96 means that a zero-coupon bond paying 1 at the expiry time is worth 0.96 now. Forward is the current forward price of the spot asset at expiry. This pricer prices by forward and rolls up the interest rates into the forward and the discounting. Discount Factor information can be found here; rates can be converted into discount factors using the following doodle:*

If unclear, please ask!

*Notes: DCF, Forward and Time as above. Enter the market price to find the implied vol. If your implied vol is above 200% or below 0% (ie. cheaper than a forward…) then the pricer might mess up, I’ll fix this soon!*