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npv_with_diagnostics

Function npv_with_diagnostics 

Source
pub fn npv_with_diagnostics(option: &EquityOption) -> LatticeDiagnostics
Expand description

Lattice price on the debug engine: the full spot/value trees, the early-exercise boundary per layer, tree Greeks and wall-clock time. Same price as npv, bit for bit — greeks come from solution / pricing_result on the production engine.