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Module utils

Module utils 

Source

Enums§

Engine
Enum for different engines to price options
LongShort
Model
The dynamics of the underlying — orthogonal to the numerical engine (Monte Carlo and finite difference both consult it). Heston carries its parameters, so “Heston selected but parameters missing” cannot be represented.
PayoffType
PricingEngine
The numerical method with its own settings — each variant carries exactly the configuration that engine consults, so an option never stores dead config for engines it does not use.

Traits§

Payoff
Common interface linking all payoffs (Vanilla, Binary, Barrier, Asian).