digital.hpp File Reference

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Classes
struct	quant::digital::Params

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

Enumerations
enum class	quant::digital::Type { quant::digital::CashOrNothing , quant::digital::AssetOrNothing }

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