quant::grid_utils::PayoffBoundaryParams Struct Reference

#include <grid_utils.hpp>

Public Attributes
double	dividend
double	rate
double	strike
double	tau
::quant::OptionType	type

Member Data Documentation

dividend

double quant::grid_utils::PayoffBoundaryParams::dividend

rate

double quant::grid_utils::PayoffBoundaryParams::rate

strike

double quant::grid_utils::PayoffBoundaryParams::strike

tau

double quant::grid_utils::PayoffBoundaryParams::tau

type

::quant::OptionType quant::grid_utils::PayoffBoundaryParams::type

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

• include/quant/grid_utils.hpp