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Change parameters in VBA code for financial Options

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    Change parameters in VBA code for financial Options

    Hello guys,

    I'm using a VBA code from a financial modeling text book to value Asian Options (a financial instrument). I have all the parameters needed to use the code, which runs well according to the book, but I'd also like to add certain changes to the code so I can get it to value the Asian Option under different circumstances

    For example, you can see in the code that it gives you the value of the option based on the maximum betwen the average price of the stock minus X or 0. In the code, the time period of one year is given by "T", but I'd like that "T" to just be either the second or the first half of the year.

    The other thing I'd like to do is to calculate the payoff of the instrument based on the returns of the stock (which is defined as assetprice), and get it to calculate the value of the instrument if given scenarios occur, such as that if the return is less than zero, the value of the option is 0, meaning that the instrument is worthless, or that if the return is between a certain inverval, the instrument pays a certain percentage of the assetprice, or that if the return of the asset price is beyond a certain percentage, the instrument pays a certain percentage of the asset price. I'm guessing this could be done using if statements in the code, but I'm don't know how to proceed with them.

    I don't know if I'm explaining myself very well, but let me know if I can try and make it more clear.

    Here's an excel workbook with the code already written on it.

    Any guidance is appreciated.

    Thanks a lot!
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