# Examples
One runnable JSON file per product. Price any of them with:
```bash
rustyqlib file --input src/examples/EQ/<file>.json --output out.json
```
## Equity (`EQ/`)
| `equity_option.json` | European vanilla call/put + future | flat rate vs full zero curve, strike x expiry vol surface |
| `binary_option.json` | Cash- and asset-or-nothing digitals | `binary_type`, `cash_amount`, analytic / MC / FD engines |
| `barrier_option.json` | Knock-in / knock-out barriers | Reiner-Rubinstein vs bridge-corrected MC, local vol barrier |
| `asian_option.json` | Asian options | arithmetic (Turnbull-Wakeman + control-variate MC), geometric, floating strike |
| `forward_start_option.json` | Forward-start options | strike fixed at a future date; **Heston** vs Black-Scholes forward smile |
| `autocallable_option.json` | Autocallable note with coupon (rebate) | observation schedule, knock-in protection, **local vol** vs GBM |
| `heston_option.json` | Vanillas + barrier under Heston | semi-analytic CF pricing vs Monte Carlo |
| `rainbow_option.json` | Multi-asset rainbows | worst-of (MC), exchange (Margrabe), spread (Kirk), basket (moment matching) |
| `dividends_borrow.json` | Carry inputs | cash dividends + borrow cost across analytic, FD (American) and MC (barrier) |
| `eq2.json`, `equity_forward.json` | Forward / future contracts | linear products |
| `futures_option.json` | Options on futures (Black-76) | `futures_settlement`: discounted (standard) and margined (futures-style) |
| `accumulator.json` | Accumulator / decumulator | daily geared accrual, knock-out barrier, analytic strip vs MC |
| `variance_swap.json` | Variance / gamma / corridor swaps (`swap_type`) | fair strikes by replication; seasoned MtM with accrued variance |
| `cliquet_option.json` | Cliquet / ratchet (+ `style`: reverse, napoleon) | monthly reset strip, local cap, global floor, GBM and **Heston** MC |
| `equity_option.xml` | Same as `equity_option.json`, in XML | the XML conventions: `<item>` arrays, attributes as fields, nested arrays |
## Rates (`IR/`) and commodities (`CO/`)
| `IR/ir1.json` | Deposit pricing |
| `build/build_ir_curve.json` | Curve bootstrap input (build mode) |
| `CO/cmdty_option.json` | Commodity option (legacy schema) |
Monte Carlo outputs include a `std_err` field; rainbow outputs report
per-asset `deltas` and `vegas`.
## JSON and XML
Any of these files can be written in either format. The input format is
detected from the content, the output format from the output extension:
```bash
rustyqlib file --input contracts.xml --output results.json # XML in, JSON out
rustyqlib file --input contracts.json --output results.xml # JSON in, XML out
cargo run --release --example convert_format -- in.json out.xml
```