digital.cpp File Reference

#include "quant/digital.hpp"
#include "quant/black_scholes.hpp"
#include <cmath>

Include dependency graph for digital.cpp:

Namespaces
namespace	quant
	Barrier option primitives and configuration.
namespace	quant::digital
	Digital option pricing (cash-or-nothing and asset-or-nothing)

Functions
double	quant::digital::price_bs (const Params &p, Type type)