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quant-pricer-cpp
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Classes | |
| struct | quant::BarrierSpec |
Namespaces | |
| namespace | quant |
| Barrier option primitives and configuration. | |
Enumerations | |
| enum class | quant::BarrierType { quant::UpOut , quant::DownOut , quant::UpIn , quant::DownIn } |
| enum class | quant::OptionType { quant::Call , quant::Put } |