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/*!
# Option models and Bumping Frameworks
## Status
This is work in progress.
## Overview
This library provides two things:
- Valuation functions for options and other volatility products
- A bumping framework to calculate sensitivities from prices
## Coverage
### European
* Black 76
* Black-Scholes 73
* Black-Scholes-Merton
* Garman Kohlhagen
* Generalize Black-Scholes
### American
* Barone, Adesi and Whaley (1987)
* Bjerksund and Stensland (1993)
* Bjerksund and Stensland (2002)
### Trees
* Cox, Ross & Rubinstein
* European Binomial
* Jarrow-Rudd
* Leisen Reimer
* Trinomial
### Bumping (Finite Difference Methods)
* With Carry
* Without Carry
* With Dividend Yield
*/