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Module vanilla_option

Module vanilla_option 

Source

Structs§

AsianPayoff
BarrierPayoff
BinaryPayoff
EquityMarketData
The market state one equity instrument is currently bound to — the pricing-view companion of the contract (QuantLib’s process, Strata’s provider). Resolved from / snapshotted to the typed Market store; swapped wholesale by EquityOption::with_market.
EquityOption
EquityOptionBase
Contract terms and trade identity — no market state. Immutable for the life of the trade; everything that moves with the market lives in EquityMarketData.
LookbackPayoff
Lookback payoff: the call watches the minimum (floating) or maximum (fixed), the put the mirror image. Discretely monitored on the path grid under Monte Carlo; the analytic engine prices the continuous- monitoring closed forms.
VanillaPayoff

Enums§

BinaryType
Binary (digital) settlement style.
LookbackType
Lookback flavor: floating strike pays against the path extremum, fixed strike pays the extremum against a fixed strike.