Module models 

Pricing models available in quant-opts.

For now this module provides a Black–Scholes–Merton implementation for vanilla options. Additional models (e.g. SABR) can be added alongside it while reusing the core domain types.

The VanillaModel trait defines a generic interface for vanilla option models. Concrete models like black_scholes::BlackScholes implement this trait so callers can write code generic over the model.

Modules

black_scholes

Black–Scholes–Merton model implementation for vanilla options.

Traits

VanillaModel

Core abstraction for a model that can price vanilla options.