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# Gnumeric Czech translation
# Copyright (c) 1999,2000,2001,2002 The Free Software Foundation
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# Copyright (C) 2003, 2004 Miloslav Trmac <mitr@volny.cz>
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# Petr Vyhnalek <petr.vyhnalek@email.cz>, 1999.
# David Sauer <davids@penguin.cz>, 1999.
# Partially based on Slovak translation by Stanislav Visnovsky <visnovsky@nenya.ms.mff.cuni.cz>, 2002.
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# Michal Bukovjan <bukm@centrum.cz>, 2002,2003.
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# Miloslav Trmac <mitr@volny.cz>, 2003, 2004.
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#
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msgid ""
msgstr ""
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"Project-Id-Version: gnumeric VERSION\n"
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"Report-Msgid-Bugs-To: \n"
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"POT-Creation-Date: 2005-01-17 00:44-0500\n"
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"PO-Revision-Date: 2005-01-02 15:06+0100\n"
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"Last-Translator: Miloslav Trmac <mitr@volny.cz>\n"
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"Language-Team: Czech <cs@li.org>\n"
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"MIME-Version: 1.0\n"
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"Content-Type: text/plain; charset=UTF-8\n"
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"Content-Transfer-Encoding: 8bit\n"
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#: GNOME_Gnumeric.server.in.in.h:1
msgid "Gnumeric Workbook"
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msgstr "Sešit Gnumeric"
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#: GNOME_Gnumeric.server.in.in.h:2
msgid "Gnumeric Workbook Viewer"
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msgstr "Prohlížeč sešitů Gnumeric"
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#: GNOME_Gnumeric.server.in.in.h:3
msgid "Gnumeric Workbook viewer factory"
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msgstr "Generátor prohlížeče sešitů Gnumeric"
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#. Keep in sync with .desktop file
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#: gnumeric.desktop.in.h:1 src/main-application.c:293
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msgid "Gnumeric Spreadsheet"
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msgstr "Tabulkový kalkulátor Gnumeric"
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#: gnumeric.desktop.in.h:2
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msgid "Spreadsheet"
msgstr "Tabulkový kalkulátor"

#: gnumeric.desktop.in.h:3
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msgid "The GNOME Spreadsheet"
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msgstr "Tabulkový editor pro prostředí GNOME"
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#: plugins/applix/applix-read.c:106
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msgid "Parse error while reading Applix file."
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msgstr "Chyba zpracování při načítání souboru Applix."
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#: plugins/applix/applix-read.c:246
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msgid "Missing characters for character encoding"
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msgstr "Chybějící znaky pro kódování znaků"
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#: plugins/applix/applix-read.c:250
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#, c-format
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msgid "Invalid characters for encoding '%c%c'"
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msgstr "Neplatné znaky pro kódování '%c%c'"
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#: plugins/applix/applix-read.c:1087
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#, c-format
msgid "Expression did not start with '=' ? '%s'"
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msgstr "Výraz nezačíná znakem '='? '%s'"
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#: plugins/applix/applix-read.c:1098
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#, c-format
msgid ""
"%s!%s : unable to parse '%s'\n"
"     %s"
msgstr ""
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"%s!%s : nelze zpracovat '%s'\n"
"     %s"
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#: plugins/applix/plugin.xml.in.h:1
msgid "Applix"
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msgstr "Applix"
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#: plugins/applix/plugin.xml.in.h:2
msgid "Applix (*.as)"
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msgstr "Applix (*.as)"
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#: plugins/applix/plugin.xml.in.h:3
msgid "Imports version 4.[234] spreadsheets"
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msgstr "Import tabulek verzí 4.[234]"
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#: plugins/corba/plugin.xml.in.h:1
msgid "CORBA Interface"
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msgstr "Rozhraní CORBA"
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#: plugins/corba/plugin.xml.in.h:2
msgid "Provides a CORBA scripting interface"
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msgstr "Poskytuje skriptovací rozhraní CORBA"
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#: plugins/derivatives/options.c:159
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#, no-c-format
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msgid ""
"@FUNCTION=CUM_BIV_NORM_DIST\n"
"@SYNTAX=CUM_BIV_NORM_DIST(a,b,rho)\n"
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"@DESCRIPTION=CUM_BIV_NORM_DIST calculates the cumulative bivariate normal "
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"distribution from parameters a, b & rho.\n"
"The return value is the probability that two random variables with "
"correlation @rho are respectively each less than @a and @b.\n"
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"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=NORMDIST,NORMSDIST,NORMSINV"
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msgstr ""
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"@FUNCTION=CUM_BIV_NORM_DIST\n"
"@SYNTAX=CUM_BIV_NORM_DIST(a,b,rho)\n"
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"@DESCRIPTION=CUM_BIV_NORM_DIST počítá kumulativní dvojrozměrné normální "
"rozdělení z parametrů a, b a rho.\n"
"Návratová hodnota je pravděpodobnost, že dvě náhodné proměnné s korelací "
"@rho jsou menší než @a, resp. @b.\n"
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"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=NORMDIST,NORMSDIST,NORMSINV"
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#: plugins/derivatives/options.c:218
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#, fuzzy
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msgid ""
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"@FUNCTION=OPT_BS\n"
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"@SYNTAX=OPT_BS(call_put_flag,spot,strike,time,rate,volatility [,"
"cost_of_carry])\n"
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"@DESCRIPTION=OPT_BS uses the Black-Scholes model to calculate the price of a "
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"European option using call_put_flag, @call_put_flag, 'c' or 'p' struck at "
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"@strike on an asset with spot price @spot.\n"
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"@time is the time to maturity of the option expressed in years.\n"
"@rate is the risk-free interest rate.\n"
"@volatility is the annualized volatility, in percent, of the asset for the "
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"period through to the exercise date. \n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
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"stocks, this would be the dividend yield.\n"
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"* The returned value will be expressed in the same units as @strike and "
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"@spot.\n"
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"\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS\n"
"@SYNTAX=OPT_BS(příznak_call_put,cena,realizační_cena,doba_do_realizace,úrok, "
"míra_kolísání,náklady_držení)\n"
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"@DESCRIPTION=OPT_BS počítá hodnotu Evropské opce call nebo put (tedy opce "
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"nákupní nebo prodejní, kterou lze uplatnit pouze v pevně stanovený den "
"realizace) podle příznaku @příznak_call_put, pomocí Black-Scholesova modelu "
"při realizační ceně aktiva @realizační_cena, na aktivech s okamžitou (spot) "
"cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena ve stejných jednotkách jako "
"@realizační_cena a @cena.\n"
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS_PUT, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, "
"OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:285
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#, fuzzy
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msgid ""
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"@FUNCTION=OPT_BS_DELTA\n"
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"@SYNTAX=OPT_BS_DELTA(call_put_flag,spot,strike,time,rate,volatility[,"
"cost_of_carry])\n"
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"@DESCRIPTION=OPT_BS_DELTA uses the Black-Scholes model to calculate the "
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"'delta' of a European option with call_put_flag, @call_put_flag, 'c' or 'p' "
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"struck at @strike on an asset with spot price @spot.\n"
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"Where @time is the time to maturity of the option expressed in years.\n"
"@rate is the risk-free interest rate.\n"
"@volatility is the annualized volatility, in percent, of the asset for the "
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"period through to the exercise date. \n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
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"stocks, this would be the dividend yield.\n"
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"* The returned value will be expressed in the same units as @strike and "
"@spot.\n"
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"\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS_DELTA\n"
"@SYNTAX=OPT_BS_DELTA(příznak_call_put,cena,realizační_cena,doba_do_realizace,"
"úrok, míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS_DELTA počítá hodnotu \"delta\" Evropské opce call nebo "
"put(tedy opce nákupní nebo prodejní, kterou lze uplatnit pouze v pevně "
"stanovený den realizace) podle příznaku @příznak_call_put pomocí Black-"
"Scholesova modelu při realizační ceně @realizační_cena na aktivu s okamžitou "
"(spot) cenou @cena.\n"
"\n"
"(Hodnota opce \"delta\" představuje míru změny jeho ceny (první derivaci) "
"vzhledem k okamžité (spot) ceně zastoupeného aktiva.)\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce na jednotku "
"změny okamžité (spot) ceny @cena.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:337
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#, fuzzy
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msgid ""
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"@FUNCTION=OPT_BS_GAMMA\n"
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"@SYNTAX=OPT_BS_GAMMA(spot,strike,time,rate,volatility[,cost_of_carry])\n"
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"@DESCRIPTION=OPT_BS_GAMMA uses the Black-Scholes model to calculate the "
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"'gamma' of a European option struck at @strike on an asset with spot price "
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"@spot.\n"
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"\n"
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"(The gamma of an option is the second derivative of its price with respect "
"to the price of the underlying asset, and is the same for calls and puts.)\n"
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"\n"
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"@time is the time to maturity of the option expressed in years.\n"
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"@rate is the risk-free interest rate to the exercise date, in percent.\n"
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"@volatility is the annualized volatility, in percent, of the asset for the "
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"period through to the exercise date.\n"
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"@cost_of_carry is the leakage in value of the underlying asset, for common "
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"stocks, this would be the dividend yield.\n"
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"* The returned value will be expressed as the rate of change of delta per "
"unit change in @spot.\n"
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"\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA"
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msgstr ""
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"@FUNCTION=OPT_BS_GAMMA\n"
"@SYNTAX=OPT_BS_GAMMA(cena,realizační_cena,doba_do_realizace,úrok, "
"míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS_GAMMA počítá hodnotu \"gama\" Evropské opce(tedy opce, "
"kterou lze uplatnit pouze v pevně stanovený den realizace) pomocí Black-"
"Scholesova modelu při realizační ceně @realizační_cena na aktivu s okamžitou "
"(spot) cenou @cena.\n"
"\n"
"(Hodnota opce \"gama\" představuje druhou derivaci její ceny vzhledem k "
"okamžité (spot)ceně aktiva, které představuje a je totožná u prodejních a "
"nákupních opcí.)\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena jako míru změny hodnoty opce \"delta\" na "
"jednotku změny okamžité (spot) ceny @cena.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA"
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#: plugins/derivatives/options.c:404
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#, fuzzy
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msgid ""
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"@FUNCTION=OPT_BS_THETA\n"
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"@SYNTAX=OPT_BS_THETA(call_put_flag,spot,strike,time,rate,volatility[,"
"cost_of_carry])\n"
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"@DESCRIPTION=OPT_BS_THETA uses the Black-Scholes model to calculate the "
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"'theta' of a European option with call_put_flag, @call_put_flag struck at "
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"@strike on an asset with spot price @spot.\n"
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"\n"
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"(The theta of an option is the rate of change of its price with respect to "
"time to expiry.)\n"
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"\n"
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"@time is the time to maturity of the option expressed in years\n"
"and @rate is the risk-free interest rate to the exercise date, in percent.\n"
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"@volatility is the annualized volatility, in percent, of the asset for the "
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"period through to the exercise date.\n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
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"stocks, this would be the dividend yield.\n"
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"* The returned value will be expressed as minus the rate of change of option "
"value, per 365.25 days.\n"
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"\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_VEGA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS_THETA\n"
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"@SYNTAX=OPT_BS_THETA(příznak_call_put,cena,realizační_cena,"
"doba_do_realizace, úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS_THETA počítá hodnotu \"theta\" Evropské opce call nebo "
"put(tedy opce nákupní nebo prodejní, kterou lze uplatnit pouze v pevně "
"stanovený den realizace) podle příznaku @příznak_call_put pomocí Black-"
"Scholesova modelu při realizační ceně @realizační_cena na aktivu s okamžitou "
"(spot) cenou @cena.\n"
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"\n"
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"(Hodnota opce \"theta\" představuje míru změny ceny opce vzhledem k času "
"vypršení.)\n"
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"\n"
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"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
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"\n"
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"* Vrácená hodnota bude vyjádřena jako záporná míra změny hodnoty opce, pro "
"365,25 dní.\n"
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"\n"
"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, "
"OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:458
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#, fuzzy, no-c-format
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msgid ""
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"@FUNCTION=OPT_BS_VEGA\n"
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"@SYNTAX=OPT_BS_VEGA(spot,strike,time,rate,volatility[,cost_of_carry])\n"
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"@DESCRIPTION=OPT_BS_VEGA uses the Black-Scholes model to calculate the "
"'vega' of a European option struck at @strike on an asset with spot price "
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"@spot.\n"
"(The vega of an option is the rate of change of its price with respect to "
"volatility, and is the same for calls and puts.)\n"
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"@volatility is the annualized volatility, in percent, of the asset for the "
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"period through to the exercise date.\n"
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" @time is the time to maturity of the option expressed in years.\n"
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"@rate is the risk-free interest rate to the exercise date, in percent.\n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield.\n"
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"\n"
"* The returned value will be expressed as the rate of change of option "
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"value, per 100% volatility.\n"
"\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS_VEGA\n"
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"@SYNTAX=OPT_BS_VEGA(příznak_call_put,cena,realizační_cena,doba_do_realizace, "
"úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS_VEGA počítá hodnotu \"vega\" Evropské opce(tedy opce, "
"kterou lze uplatnit pouze v pevně stanovený den realizace) pomocí Black-"
"Scholesova modelu při realizační ceně @realizační_cena na aktivu s okamžitou "
"(spot) cenou @cena.\n"
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"\n"
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"(Hodnota opce \"vega\" představuje míru změny její ceny vzhledem k míře "
"kolísání a je totožná pro prodejní a nákupní opce.)\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
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"\n"
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"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce na 100% míry "
"kolísání.\n"
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"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:528
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#, fuzzy, no-c-format
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msgid ""
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"@FUNCTION=OPT_BS_RHO\n"
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"@SYNTAX=OPT_BS_RHO(call_put_flag,spot,strike,time,rate,volatility[,"
"cost_of_carry])\n"
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"@DESCRIPTION=OPT_BS_RHO uses the Black-Scholes model to calculate the 'rho' "
"of a European option with call_put_flag, @call_put_flag struck at @strike on "
"an asset with spot price @spot.\n"
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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"\n"
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"(The rho of an option is the rate of change of its price with respect to the "
"risk free interest rate.)\n"
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"@time is the time to maturity of the option expressed in years.\n"
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"@rate is the risk-free interest rate to the exercise date, in percent.\n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
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"stocks, this would be the dividend yield.\n"
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"* The returned value will be expressed as the rate of change of option "
"value, per 100% change in @rate.\n"
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"\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS_RHO\n"
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"@SYNTAX=OPT_BS_RHO(příznak_call_put,cena,realizační_cena,doba_do_realizace, "
"úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS_RHO počítá hodnotu \"rho\" Evropské opce call nebo put"
"(tedy opce nákupní nebo prodejní, kterou lze uplatnit pouze v pevně "
"stanovený den realizace) podle příznaku @příznak_call_put pomocí Black-"
"Scholesova modelu při realizační ceně @realizační_cena na aktivu s okamžitou "
"(spot) cenou @cena.\n"
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"\n"
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"(Hodnota opce \"rho\" představuje míru změny její ceny vzhledem k "
"bezrizikové úrokové sazbě.)\n"
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"\n"
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"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
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"\n"
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"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce na 100% změny "
"parametru @úrok.\n"
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"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_THETA, OPT_BS_VEGA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:592
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#, fuzzy, no-c-format
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msgid ""
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"@FUNCTION=OPT_BS_CARRYCOST\n"
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"@SYNTAX=OPT_BS_CARRYCOST(call_put_flag,spot,strike,time,rate,volatility[,"
"cost_of_carry])\n"
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"@DESCRIPTION=OPT_BS_CARRYCOST uses the Black-Scholes model to calculate the "
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"'elasticity' of a European option struck at @strike on an asset with spot "
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"price @spot.\n"
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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"\n"
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"(The elasticity of an option is the rate of change of its price with respect "
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"to its cost of carry.)\n"
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"\n"
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"@volatility is the annualized volatility, in percent, of the asset for the "
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"period through to the exercise date.  @time is the time to maturity of the "
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"option expressed in years.\n"
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"@rate is the risk-free interest rate to the exercise date, in percent.\n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield.\n"
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"\n"
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"* The returned value will be expressed as the rate of change of option "
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"value, per 100% volatility.\n"
"\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS_CARRYCOST\n"
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"@SYNTAX=OPT_BS_CARRYCOST(příznak_call_put,cena,realizační_cena,"
"doba_do_realizace, úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS_CARRYCOST počítá \"elasticitu\" Evropské opce(tedy opce, "
"kterou lze uplatnit pouze v pevně stanovený den realizace) pomocí Black-"
"Scholesova modelu při realizační ceně @realizační_cena na aktivu s okamžitou "
"(spot) cenou @cena.\n"
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"\n"
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"(Elasticita opce představuje míru změny její ceny vzhledem k jejím nákladům "
"na držení.)\n"
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"\n"
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"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
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"\n"
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"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce při 100% míře "
"kolísání.\n"
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"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:662
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#, fuzzy, no-c-format
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msgid ""
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"@FUNCTION=OPT_GARMAN_KOHLHAGEN\n"
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"@SYNTAX=OPT_GARMAN_KOHLHAGEN(call_put_flag,spot,strike,time,domestic_rate,"
"foreign_rate,volatility[,cost_of_carry])\n"
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"@DESCRIPTION=OPT_GARMAN_KOHLHAGEN values the theoretical price of a European "
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"currency option struck at @strike on an asset with spot price @spot.\n"
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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"@volatility is the annualized volatility, in percent, of the asset for the "
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"period through to the exercise date. \n"
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"@time the number of days to exercise.\n"
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"@domestic_rate is the domestic risk-free interest rate to the exercise "
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"date.\n"
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"@foreign_rate is the foreign risk-free interest rate to the exercise date, "
"in percent.\n"
"@cost_of_carry is the leakage in value of the underlying asset, for common "
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"stocks, this would be the dividend yield.\n"
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"* The returned value will be expressed as the rate of change of option "
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"value, per 100% volatility.\n"
"\n"
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"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_GARMAN_KOHLHAGEN\n"
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"@SYNTAX=OPT_GARMAN_KOHLHAGEN(příznak_call_put,cena,realizační_cena, "
"doba_do_realizace,domácí_úrok,zahraniční_úrok,míra_kolísání[,"
"náklady_držení])\n"
"@DESCRIPTION=OPT_GARMAN_KOHLHAGEN počítá teoretickou hodnotu Evropské opce "
"(tedy opce, kterou lze uplatnit pouze v pevně stanovený den realizace) při "
"realizační ceně @realizační_cena na aktivu s okamžitou (spot) cenou @cena.\n"
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"\n"
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"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, "
"@domácí_úrok představuje domácí bezrizikovou úrokovou míru v procentech, a "
"@zahraniční_úrok představuje zahraniční bezrizikovou úrokovou míru v "
"procentech.\n"
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"@doba_do_realizace je počet dní do realizace \n"
"@domácí_úrok je domácí bezriziková úroková míra k datu realizace \n"
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"@zahraniční_urok je zahraniční bezriziková úroková míra k datu realizace v "
"procentech\n"
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"\n"
"\n"
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"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce při 100% míry "
"kolísání.\n"
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"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:731
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#, fuzzy, no-c-format
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msgid ""
"@FUNCTION=OPT_FRENCH\n"
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"@SYNTAX=OPT_FRENCH(call_put_flag,spot,strike,time,t2,rate,volatility[,"
"cost_of_carry])\n"
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"@DESCRIPTION=OPT_FRENCH values the theoretical price of a European option "
"adjusted for trading day volatility, struck at @strike on an asset with spot "
"price @spot.\n"
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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"@volatility is the annualized volatility, in percent, of the asset for the "
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"period through to the exercise date.\n"
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" @time the number of calendar days to exercise divided by calendar days in "
"the year.\n"
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"@t2 is the number of trading days to exercise divided by trading days in the "
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"year.\n"
"@rate is the risk-free interest rate.\n"
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"@cost_of_carry is the leakage in value of the underlying asset, to the "
"exercise date, in percent.\n"
"For common stocks, this would be the dividend yield.\n"
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"\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_FRENCH\n"
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"@SYNTAX=OPT_FRENCH(příznak_call_put,cena,realizační_cena, doba_do_realizace,"
"t2,úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_FRENCH počítá teoretickou hodnotu Evropské opce (tedy opce, "
"kterou lze uplatnit pouze v pevně stanovený den realizace) upravenou na míru "
"kolísání ve dni obchodování, při realizační ceně @realizační_cena na aktivu "
"s okamžitou (spot) cenou @cena.\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech.\n"
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"\n"
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"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce pro 100% míru "
"kolísání.\n"
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"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:793
#, fuzzy, no-c-format
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msgid ""
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"@FUNCTION=OPT_JUMP_DIFF\n"
"@SYNTAX=OPT_JUMP_DIFF(call_put_flag,spot,strike,time,rate,volatility,lambda,"
"gamma)\n"
"@DESCRIPTION=OPT_JUMP_DIFF models the theoretical price of an option "
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"according to the Jump Diffusion process (Merton).\n"
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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"@spot is the spot price of the underlying asset.\n"
"@strike is the strike price of the option.\n"
"@time is the time to maturity of the option expressed in years.\n"
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"@rate is the annualized rate of interest.\n"
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"@volatility is the annualized volatility of the underlying asset.\n"
"@lambda is expected number of 'jumps' per year.\n"
"@gamma is proportion of volatility explained by the 'jumps.'\n"
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"\n"
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"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS\n"
"@SYNTAX=OPT_BS(příznak_call_put,cena,realizační_cena,doba_do_realizace,úrok, "
"míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS počítá hodnotu Evropské opce call nebo put (tedy opce "
"nákupní nebo prodejní, kterou lze uplatnit pouze v pevně stanovený den "
"realizace) podle příznaku @příznak_call_put, pomocí Black-Scholesova modelu "
"při realizační ceně aktiva @realizační_cena, na aktivech s okamžitou (spot) "
"cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena ve stejných jednotkách jako "
"@realizační_cena a @cena.\n"
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS_PUT, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, "
"OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:887
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#, no-c-format
msgid ""
"@FUNCTION=OPT_MILTERSEN_SCHWARTZ\n"
"@SYNTAX=OPT_MILTERSEN_SCHWARTZ(call_put_flag,p_t,f_t,x,t1,t2,v_s,v_e,v_f,"
"rho_se,rho_sf,rho_ef,kappa_e,kappa_f)\n"
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"@DESCRIPTION=OPT_MILTERSEN_SCHWARTZ models the theoretical price of options "
"on commodities futures according to Miltersen & Schwartz. \n"
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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"@p_t is a zero coupon bond with expiry at option maturity.\n"
"@f_t is is the futures price.\n"
"@x is is the strike price.\n"
"@t1 is the time to maturity of the option.\n"
"@t2 is the time to maturity of the underlying commodity futures contract.\n"
"@v_s is the volatility of the spot commodity price.\n"
"@v_e is the volatility of the future convenience yield.\n"
"@v_f is the volatility of the forward rate of interest.\n"
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"@rho_se is correlation between the spot commodity price and the convenience "
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"yield.\n"
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"@rho_sf is correlation between the spot commodity price and the forward "
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"interest rate.\n"
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"@rho_ef is correlation between the forward interest rate and the convenience "
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"yield.\n"
"@kappa_e is the speed of mean reversion of the convenience yield.\n"
"@kappa_f is the speed of mean reversion of the forward interest rate.\n"
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"\n"
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"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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msgstr ""
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#: plugins/derivatives/options.c:997
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#, fuzzy, no-c-format
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msgid ""
"@FUNCTION=OPT_RGW\n"
"@SYNTAX=OPT_RGW(call_put_flag,spot,strike,t1,t2,rate,d,volatility)\n"
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"@DESCRIPTION=OPT_RGW models the theoretical price of an american option "
"according to the Roll-Geske-Whaley approximation where: \n"
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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"@spot is the spot price of the underlying asset.\n"
"@strike is the strike price at which the option is struck.\n"
"@t1 is the time to the dividend payout.\n"
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"@t2 is the time to option expiration.\n"
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"@rate is the annualized rate of interest.\n"
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"@d is the amount of the dividend to be paid.\n"
"@volatility is the annualized rate of volatility of the underlying asset.\n"
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"\n"
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"@EXAMPLES=\n"
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"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_RGW\n"
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"@SYNTAX=OPT_RGW(příznak_call_put,cena,realizační_cena,t1,t2,úrok,d,"
"míra_kolísání)\n"
"@DESCRIPTION=OPT_RGW modeluje teoretickou cenu opce podle Roll-Geske-"
"Whaleyho aproximace, kde @t1 představuje čas do vyplacení dividend a @t2 "
"představuje čas do vypršení opce.\n"
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"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1051
#, fuzzy, no-c-format
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msgid ""
"@FUNCTION=OPT_BAW_AMER\n"
"@SYNTAX=OPT_BAW_AMER(call_put_flag,spot,strike,time,rate,cost_of_carry,"
"volatility)\n"
"@DESCRIPTION=OPT_BAW_AMER models the theoretical price of an option "
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"according to the Barone Adesie & Whaley approximation. \n"
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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"@spot is the spot price of the underlying asset.\n"
"@strike is the strike price at which the option is struck.\n"
"@time is the number of days to maturity of the option.\n"
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"@rate is the risk annualized free rate of interest.\n"
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"@cost_of_carry is the leakage in value of the underlying asset, for common "
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"stocks, this would be the dividend yield.\n"
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"@volatility is the annualized volatility in price of the underlying asset.\n"
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"\n"
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"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS\n"
"@SYNTAX=OPT_BS(příznak_call_put,cena,realizační_cena,doba_do_realizace,úrok, "
"míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS počítá hodnotu Evropské opce call nebo put (tedy opce "
"nákupní nebo prodejní, kterou lze uplatnit pouze v pevně stanovený den "
"realizace) podle příznaku @příznak_call_put, pomocí Black-Scholesova modelu "
"při realizační ceně aktiva @realizační_cena, na aktivech s okamžitou (spot) "
"cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena ve stejných jednotkách jako "
"@realizační_cena a @cena.\n"
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS_PUT, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, "
"OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1234
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#, fuzzy, no-c-format
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msgid ""
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"@FUNCTION=OPT_BJERSTENS\n"
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"@SYNTAX=OPT_BJERSTENS(call_put_flag,spot,strike,time,rate,volatility[,"
"cost_of_carry])\n"
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"@DESCRIPTION=OPT_BJERSTENS models the theoretical price of american options "
"according to the Bjerksund & Stensland approximation technique.\n"
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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"@spot is the spot price of the underlying asset.\n"
"@strike is the strike price at which the option is struck.\n"
"@time is the number of days to maturity of the option.\n"
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"@rate is the risk annualized free rate of interest.\n"
"@volatility is the annualized volatility in price of the underlying asset.\n"
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"@cost_of_carry is the leakage in value of the underlying asset, for common "
"stocks, this would be the dividend yield.\n"
"\n"
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"@EXAMPLES=\n"
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"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_BS\n"
"@SYNTAX=OPT_BS(příznak_call_put,cena,realizační_cena,doba_do_realizace,úrok, "
"míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS počítá hodnotu Evropské opce call nebo put (tedy opce "
"nákupní nebo prodejní, kterou lze uplatnit pouze v pevně stanovený den "
"realizace) podle příznaku @příznak_call_put, pomocí Black-Scholesova modelu "
"při realizační ceně aktiva @realizační_cena, na aktivech s okamžitou (spot) "
"cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena ve stejných jednotkách jako "
"@realizační_cena a @cena.\n"
"\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS_PUT, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, "
"OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1318
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msgid ""
"@FUNCTION=OPT_EXEC\n"
"@SYNTAX=OPT_EXEC(call_put_flag,spot,strike,time,rate,volatility,"
"cost_of_carry,lambda)\n"
"@DESCRIPTION=OPT_EXEC models the theoretical price of executive stock "
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"options @call_put_flag is 'c' or 'p' to indicate whether the option is a "
"call or a put.\n"
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"One would expect this to always be a call option.\n"
"@spot is the spot price of the underlying asset.\n"
"@strike is the strike price at which the option is struck.\n"
"@time is the number of days to maturity of the option.\n"
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"@rate is the risk annualized free rate of interest.\n"
"@volatility is the annualized volatility in price of the underlying asset.\n"
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"@cost_of_carry is the leakage in value of the underlying asset, for common "
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"stocks, this would be the dividend yield.\n"
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"@lambda is the jump rate for executives. The model assumes executives "
"forfeit their options if they leave the company.\n"
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"\n"
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"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_BS\n"
"@SYNTAX=OPT_BS(příznak_call_put,cena,realizační_cena,doba_do_realizace,úrok, "
"míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS počítá hodnotu Evropské opce call nebo put (tedy opce "
"nákupní nebo prodejní, kterou lze uplatnit pouze v pevně stanovený den "
"realizace) podle příznaku @příznak_call_put, pomocí Black-Scholesova modelu "
"při realizační ceně aktiva @realizační_cena, na aktivech s okamžitou (spot) "
"cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena ve stejných jednotkách jako "
"@realizační_cena a @cena.\n"
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS_PUT, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, "
"OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1366
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#, fuzzy, no-c-format
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msgid ""
"@FUNCTION=OPT_FORWARD_START\n"
"@SYNTAX=OPT_FORWARD_START(call_put_flag,spot,alpha,time1,time,rate,"
"volatility,cost_of_carry)\n"
"@DESCRIPTION=OPT_FORWARD_START models the theoretical price of forward start "
"options\n"
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" @call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"@spot is the spot price of the underlying asset.\n"
"@alpha is a fraction that set the strike price the future date @time1.\n"
"@time1 is the number of days until the option starts.\n"
"@time is the number of days to maturity of the option.\n"
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"@rate is the risk annualized free rate of interest.\n"
"@volatility is the annualized volatility in price of the underlying asset.\n"
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"@cost_of_carry is the leakage in value of the underlying asset, for common "
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"stocks, this would be the dividend yield.\n"
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"@EXAMPLES=\n"
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"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_FRENCH\n"
"@SYNTAX=OPT_FRENCH(příznak_call_put,cena,realizační_cena, doba_do_realizace,"
"t2,úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_FRENCH počítá teoretickou hodnotu Evropské opce (tedy opce, "
"kterou lze uplatnit pouze v pevně stanovený den realizace) upravenou na míru "
"kolísání ve dni obchodování, při realizační ceně @realizační_cena na aktivu "
"s okamžitou (spot) cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech.\n"
"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce pro 100% míru "
"kolísání.\n"
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"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1429
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msgid ""
"@FUNCTION=OPT_TIME_SWITCH\n"
"@SYNTAX=OPT_TIME_SWITCH(call_put_flag,spot,strike,a,time,m,dt,rate,"
"cost_of_carry,volatility)\n"
"@DESCRIPTION=OPT_TIME_SWITCH models the theoretical price of time switch "
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"options. (Pechtl 1995)\n"
"The holder receives @a * @dt for each period dt that the asset price was "
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"greater than the strike price (for a call) or below it (for a put). \n"
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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"@spot is the spot price of the underlying asset.\n"
"@strike is the strike price at which the option is struck.\n"
"@a is the amount received for each time period as discussed above.\n"
"@time is the maturity of the option in years.\n"
"@m is the number of time units the option has already met the condition.\n"
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"@dt is the agreed upon discrete time period (often a day) expressed as a "
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"fraction of a year.\n"
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"@rate is the risk annualized free rate of interest.\n"
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"@cost_of_carry is the leakage in value of the underlying asset, for common "
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"stocks, this would be the dividend yield.\n"
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"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_BS\n"
"@SYNTAX=OPT_BS(příznak_call_put,cena,realizační_cena,doba_do_realizace,úrok, "
"míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS počítá hodnotu Evropské opce call nebo put (tedy opce "
"nákupní nebo prodejní, kterou lze uplatnit pouze v pevně stanovený den "
"realizace) podle příznaku @příznak_call_put, pomocí Black-Scholesova modelu "
"při realizační ceně aktiva @realizační_cena, na aktivech s okamžitou (spot) "
"cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena ve stejných jednotkách jako "
"@realizační_cena a @cena.\n"
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS_PUT, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, "
"OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1486
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msgid ""
"@FUNCTION=OPT_SIMPLE_CHOOSER\n"
"@SYNTAX=OPT_SIMPLE_CHOOSER(call_put_flag,spot,strike,time1,time2,rate,"
"cost_of_carry,volatility)\n"
"@DESCRIPTION=OPT_SIMPLE_CHOOSER models the theoretical price of simple "
"chooser options.\n"
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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"@spot is the spot price of the underlying asset.\n"
"@strike is the strike price at which the option is struck.\n"
"@time1 is the time in years until the holder chooses a put or a call "
"option.\n"
"@time2 is the time in years until the the chosen option expires.\n"
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"@rate is the risk annualized free rate of interest.\n"
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"@cost_of_carry is the leakage in value of the underlying asset, for common "
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"stocks, this would be the dividend yield.\n"
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"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
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"@FUNCTION=OPT_FRENCH\n"
"@SYNTAX=OPT_FRENCH(příznak_call_put,cena,realizační_cena, doba_do_realizace,"
"t2,úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_FRENCH počítá teoretickou hodnotu Evropské opce (tedy opce, "
"kterou lze uplatnit pouze v pevně stanovený den realizace) upravenou na míru "
"kolísání ve dni obchodování, při realizační ceně @realizační_cena na aktivu "
"s okamžitou (spot) cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech.\n"
"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce pro 100% míru "
"kolísání.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1547
#, fuzzy, no-c-format
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msgid ""
"@FUNCTION=OPT_COMPLEX_CHOOSER\n"
"@SYNTAX=OPT_COMPLEX_CHOOSER(call_put_flag,spot,strike_call,strike_put,time,"
"time_call,time_put,rate,cost_of_carry,volatility)\n"
"@DESCRIPTION=OPT_COMPLEX_CHOOSER models the theoretical price of complex "
"chooser options.\n"
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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"@spot is the spot price of the underlying asset.\n"
"@strike_call is the strike price at which the option is struck, applicable "
"if exercised as a call option.\n"
"@strike_put is the strike price at which the option is struck, applicable if "
"exercised as a put option.\n"
"@time is the time in years until the holder chooses a put or a call "
"option. \n"
"@time_call is the time in years to maturity of the call option if chosen.\n"
"@time_put is the time in years  to maturity of the put option if chosen.\n"
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"@rate is the risk annualized free rate of interest.\n"
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"@cost_of_carry is the leakage in value of the underlying asset, for common "
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"stocks, this would be the dividend yield.\n"
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"@volatility is the annualized volatility in price of the underlying asset.\n"
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"\n"
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"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_FRENCH\n"
"@SYNTAX=OPT_FRENCH(příznak_call_put,cena,realizační_cena, doba_do_realizace,"
"t2,úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_FRENCH počítá teoretickou hodnotu Evropské opce (tedy opce, "
"kterou lze uplatnit pouze v pevně stanovený den realizace) upravenou na míru "
"kolísání ve dni obchodování, při realizační ceně @realizační_cena na aktivu "
"s okamžitou (spot) cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech.\n"
"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce pro 100% míru "
"kolísání.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1662
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#, fuzzy, no-c-format
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msgid ""
"@FUNCTION=OPT_ON_OPTIONS\n"
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"@SYNTAX=OPT_ON_OPTIONS(type_flag,spot,strike1,strike2,time1,time2,rate,"
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"cost_of_carry,volatility)\n"
"@DESCRIPTION=OPT_ON_OPTIONS models the theoretical price of options on "
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"options.\n"
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"@type_flag is 'cc' for calls on calls, 'cp' for calls on puts, and so on for "
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"'pc', and 'pp'.\n"
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"@spot is the spot price of the underlying asset.\n"
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"@strike1 is the strike price at which the option being valued is struck.\n"
"@strike2 is the strike price at which the underlying option is struck.\n"
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"@time1 is the time in years to maturity of the option.\n"
"@time2 is the time in years to the maturity of the underlying option.\n"
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"(@time2 >= @time1).\n"
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"@rate is the risk annualized free rate of interest.\n"
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"@cost_of_carry is the leakage in value of the underlying asset of the "
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"underlying option.for common stocks, this would be the dividend yield.\n"
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"@volatility is the annualized volatility in price of the underlying asset of "
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"the underlying option.\n"
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"\n"
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"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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msgstr ""
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"@FUNCTION=OPT_FRENCH\n"
"@SYNTAX=OPT_FRENCH(příznak_call_put,cena,realizační_cena, doba_do_realizace,"
"t2,úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_FRENCH počítá teoretickou hodnotu Evropské opce (tedy opce, "
"kterou lze uplatnit pouze v pevně stanovený den realizace) upravenou na míru "
"kolísání ve dni obchodování, při realizační ceně @realizační_cena na aktivu "
"s okamžitou (spot) cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech.\n"
"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce pro 100% míru "
"kolísání.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
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#: plugins/derivatives/options.c:1747
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msgid ""
"@FUNCTION=OPT_EXTENDIBLE_WRITER\n"
"@SYNTAX=OPT_EXTENDIBLE_WRITER(call_put_flag,spot,strike1,strike2,time1,time2,"
"rate,cost_of_carry,volatility)\n"
"@DESCRIPTION=OPT_EXTENDIBLE_WRITER models the theoretical price of "
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"extendible writer options. These are options that can be exercised at an "
"initial period, @time1, or their maturity extended to @time2 if the option "
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"is out of the money at @time1.\n"
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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"@spot is the spot price of the underlying asset.\n"
"@strike1 is the strike price at which the option is struck.\n"
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"@strike2 is the strike price at which the option is re-struck if out of the "
"money at @time1.\n"
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"@time1 is the initial maturity of the option in years.\n"
"@time2 is the is the extended maturity in years if chosen.\n"
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"@rate is the risk annualized free rate of interest.\n"
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"@cost_of_carry is the leakage in value of the underlying asset, for common "
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"stocks, this would be the dividend yield.\n"
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"@volatility is the annualized volatility in price of the underlying asset.\n"
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"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
"@FUNCTION=OPT_BS\n"
"@SYNTAX=OPT_BS(příznak_call_put,cena,realizační_cena,doba_do_realizace,úrok, "
"míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS počítá hodnotu Evropské opce call nebo put (tedy opce "
"nákupní nebo prodejní, kterou lze uplatnit pouze v pevně stanovený den "
"realizace) podle příznaku @příznak_call_put, pomocí Black-Scholesova modelu "
"při realizační ceně aktiva @realizační_cena, na aktivech s okamžitou (spot) "
"cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena ve stejných jednotkách jako "
"@realizační_cena a @cena.\n"
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS_PUT, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, "
"OPT_BS_GAMMA"

#: plugins/derivatives/options.c:1809
#, fuzzy, no-c-format
msgid ""
"@FUNCTION=OPT_2_ASSET_CORRELATION\n"
"@SYNTAX=OPT_2_ASSSET_CORRELATION(call_put_flag,spot1,spot2,strike1,strike2,"
"time,cost_of_carry1,cost_of_carry2,rate,volatility1,volatility2,rho)\n"
"@DESCRIPTION=OPT_2_ASSET_CORRELATION models the theoretical price of  "
"options on 2 assets with correlation @rho.\n"
"The payoff for a call is max(@spot2 - @strike2,0) if @spot1 > @strike1 or 0 "
"otherwise.\n"
"The payoff for a put is max (@strike2 - @spot2, 0) if @spot1 < @strike1 or 0 "
"otherwise.\n"
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"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"@spot1 & @spot2 are the spot prices of the underlying assets.\n"
"@strike1 & @strike2 are the strike prices at which the option is struck.\n"
"@time is the initial maturity of the option in years.\n"
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"@rate is the risk annualized free rate of interest.\n"
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"@cost_of_carry1 & @cost_of_carry2 are the leakage in value of the underlying "
"assets, for common stocks, this would be the dividend yield.\n"
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"@volatility1 & @volatility2 are the annualized volatility in price of the "
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"underlying assets.\n"
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
"@FUNCTION=OPT_BS\n"
"@SYNTAX=OPT_BS(příznak_call_put,cena,realizační_cena,doba_do_realizace,úrok, "
"míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS počítá hodnotu Evropské opce call nebo put (tedy opce "
"nákupní nebo prodejní, kterou lze uplatnit pouze v pevně stanovený den "
"realizace) podle příznaku @příznak_call_put, pomocí Black-Scholesova modelu "
"při realizační ceně aktiva @realizační_cena, na aktivech s okamžitou (spot) "
"cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena ve stejných jednotkách jako "
"@realizační_cena a @cena.\n"
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS_PUT, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, "
"OPT_BS_GAMMA"

#: plugins/derivatives/options.c:1862
#, fuzzy, no-c-format
msgid ""
"@FUNCTION=OPT_EURO_EXCHANGE\n"
"@SYNTAX=OPT_EURO_EXCHANGE(spot1,spot2,qty1,qty2,time,rate,cost_of_carry1,"
"cost_of_carry2,volatility1,volatility2,rho)\n"
"@DESCRIPTION=OPT_EURO_EXCHANGE models the theoretical price of a European "
"option to exchange one asset with quantity @qty2 and spot price @spot2 for "
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"another, with quantity @qty1 and spot price @spot1.\n"
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"@time is the initial maturity of the option in years.\n"
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"@rate is the risk annualized free rate of interest.\n"
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"@cost_of_carry1 & @cost_of_carry2 are the leakage in value of the underlying "
"assets, for common stocks, this would be the dividend yield.\n"
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"@volatility1 & @volatility2 are the annualized volatility in price of the "
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"underlying assets.\n"
"@rho is the correlation between the two assets.\n"
"\n"
"@EXAMPLES=\n"
"\n"
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"@SEEALSO=OPT_AMER_EXCHANGE, OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, "
"OPT_BS_GAMMA"
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msgstr ""
"@FUNCTION=OPT_FRENCH\n"
"@SYNTAX=OPT_FRENCH(příznak_call_put,cena,realizační_cena, doba_do_realizace,"
"t2,úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_FRENCH počítá teoretickou hodnotu Evropské opce (tedy opce, "
"kterou lze uplatnit pouze v pevně stanovený den realizace) upravenou na míru "
"kolísání ve dni obchodování, při realizační ceně @realizační_cena na aktivu "
"s okamžitou (spot) cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech.\n"
"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce pro 100% míru "
"kolísání.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"

#: plugins/derivatives/options.c:1905
#, fuzzy, no-c-format
msgid ""
"@FUNCTION=OPT_AMER_EXCHANGE\n"
"@SYNTAX=OPT_AMER_EXCHANGE(spot1,spot2,qty1,qty2,time,rate,cost_of_carry1,"
"cost_of_carry2,volatility1, volatility2, rho)\n"
"@DESCRIPTION=OPT_AMER_EXCHANGE models the theoretical price of an American "
"option to exchange one asset with quantity @qty2 and spot price @spot2 for "
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"another, with quantity @qty1 and spot price @spot1.\n"
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"@time is the initial maturity of the option in years.\n"
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"@rate is the risk annualized free rate of interest.\n"
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"@cost_of_carry1 & @cost_of_carry2 are the leakage in value of the underlying "
"assets, for common stocks, this would be the dividend yield.\n"
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"@volatility1 & @volatility2 are the annualized volatility in price of the "
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"underlying assets.\n"
"@rho is the correlation between the two assets.\n"
"\n"
"@EXAMPLES=\n"
"\n"
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"OPT_BS_GAMMA"
msgstr ""
"@FUNCTION=OPT_FRENCH\n"
"@SYNTAX=OPT_FRENCH(příznak_call_put,cena,realizační_cena, doba_do_realizace,"
"t2,úrok,míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_FRENCH počítá teoretickou hodnotu Evropské opce (tedy opce, "
"kterou lze uplatnit pouze v pevně stanovený den realizace) upravenou na míru "
"kolísání ve dni obchodování, při realizační ceně @realizační_cena na aktivu "
"s okamžitou (spot) cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech.\n"
"* Vrácená hodnota bude vyjádřena jako míra změny hodnoty opce pro 100% míru "
"kolísání.\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"

#: plugins/derivatives/options.c:1949
#, fuzzy, no-c-format
msgid ""
"@FUNCTION=OPT_SPREAD_APPROX\n"
"@SYNTAX=OPT_SPREAD_APPROX(call_put_flag,fut_price1,fut_price2,strike,time, "
"rate,volatility1,volatility2,rho)\n"
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"@DESCRIPTION=OPT_SPREAD_APPROX models the theoretical price of a European "
"option on the spread between two futures contracts.\n"
"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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"@fut_price1 & @fut_price2 are the prices of the two futures contracts.\n"
"@strike is the strike price at which the option is struck \n"
"@time is the initial maturity of the option in years.\n"
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"@rate is the risk annualized free rate of interest.\n"
"@volatility1 & @volatility2 are the annualized volatility in price of the "
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"underlying futures contracts.\n"
"@rho is the correlation between the two futures contracts.\n"
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_GAMMA"
msgstr ""
"@FUNCTION=OPT_BS\n"
"@SYNTAX=OPT_BS(příznak_call_put,cena,realizační_cena,doba_do_realizace,úrok, "
"míra_kolísání,náklady_držení)\n"
"@DESCRIPTION=OPT_BS počítá hodnotu Evropské opce call nebo put (tedy opce "
"nákupní nebo prodejní, kterou lze uplatnit pouze v pevně stanovený den "
"realizace) podle příznaku @příznak_call_put, pomocí Black-Scholesova modelu "
"při realizační ceně aktiva @realizační_cena, na aktivech s okamžitou (spot) "
"cenou @cena.\n"
"\n"
"@míra_kolísání je míra kolísání ceny aktiva v procentech přepočtená na roční "
"bázi. @doba_do_realizace znamená dobu zbývající do realizace ve dnech, a "
"@úrok představuje bezrizikovou úrokovou míru v procentech.\n"
"\n"
"* Vrácená hodnota bude vyjádřena ve stejných jednotkách jako "
"@realizační_cena a @cena.\n"
"\n"
"@EXAMPLES=\n"
"\n"
"@SEEALSO=OPT_BS_PUT, OPT_BS_DELTA, OPT_BS_RHO, OPT_BS_THETA, OPT_BS_VEGA, "
"OPT_BS_GAMMA"

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#: plugins/derivatives/options.c:2002
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#, fuzzy, no-c-format
msgid ""
"@FUNCTION=OPT_FLOAT_STRK_LKBK\n"
"@SYNTAX=OPT_FLOAT_STRK_LKBK(call_put_flag,spot,spot_min,spot_max,time,rate,"
"cost_of_carry,volatility)\n"
"@DESCRIPTION=OPT_FLOAT_STRK_LKBK models the theoretical price of an option "
"where the holder of the option may exercise on expiry at the most favourable "
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"price observed during the options life of the underlying asset.\n"
"@call_put_flag is 'c' or 'p' to indicate whether the option is a call or a "
"put.\n"
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