Module core 

Core domain types for quant-opts.

These types describe what is being priced (vanilla options) and the surrounding market data, independently of any particular pricing model (Black–Scholes, SABR, etc.).

Structs

Greeks

Collection of Greeks for a vanilla option.

MarketData

Market data required for pricing a single underlying.

VanillaOption

Specification of a single vanilla option contract.

Enums

OptionStyle

Exercise style of a vanilla option.

OptionType

The type of option to be priced (call or put).