quant::digital Namespace Reference

Digital option pricing (cash-or-nothing and asset-or-nothing) More...

Classes
struct	Params

Enumerations
enum class	Type { CashOrNothing , AssetOrNothing }

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

Detailed Description

Digital option pricing (cash-or-nothing and asset-or-nothing)

Enumeration Type Documentation

Type

enum class quant::digital::Type

strong

Enumerator
CashOrNothing
AssetOrNothing

Function Documentation

price_bs()

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