pub fn solution(option: &EquityOption) -> LatticeSolutionExpand description
Value and the tree delta/gamma/theta from one backward pass, on
both the uniform and the term-structure lattice. Same price as
npv, bit for bit.
pub fn solution(option: &EquityOption) -> LatticeSolutionValue and the tree delta/gamma/theta from one backward pass, on
both the uniform and the term-structure lattice. Same price as
npv, bit for bit.