quant::bs::Params Struct Reference

#include <black_scholes.hpp>

Public Attributes
double	dividend
double	rate
double	spot
double	strike
double	time
double	vol

Detailed Description

Black–Scholes input parameters.

Convenience aggregate used by inline overloads. All values are expressed in spot units and year fractions.

Member Data Documentation

dividend

double quant::bs::Params::dividend

rate

double quant::bs::Params::rate

spot

double quant::bs::Params::spot

strike

double quant::bs::Params::strike

time

double quant::bs::Params::time

vol

double quant::bs::Params::vol

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The documentation for this struct was generated from the following file:

• include/quant/black_scholes.hpp