List of all items

Structs

• config::SolverConfig
• config::SolverConfigBuilder
• digital::CallSpreadResult
• digital::Nd2Result
• digital::ProbabilityExtraction
• inputs::BlackInputs
• inputs::IvQuery
• types::InstrumentGreeks
• types::SolverResult
• vol_surface::SmilePoint
• vol_surface::VolSmile
• vol_surface::VolSurfaceConfig
• vol_surface::VolSurfaceConfigBuilder

Enums

• digital::ProbabilityMethod
• types::OptionType
• types::SolverMethod
• types::SolverStatus
• vol_surface::SmileQuality

Functions

• digital::extract_probabilities
• greeks::compute_greeks
• iv_solver::solve_iv
• iv_solver::solve_iv_triple
• pricing::call_price
• pricing::d1_d2
• pricing::intrinsic_value
• pricing::price
• pricing::put_price
• pricing::vega