List of all items

Structs

• BsFull
• asian::AsianOptionResult
• barrier::BarrierResult
• checked::BarrierInputs
• checked::EuropeanInputs
• checked::ImpliedVolInputs
• checked::PoolSwapInputs
• checked::Price
• checked::Rate
• checked::Time
• checked::TwapInputs
• checked::Vol
• complex::Complex
• double_word::DoubleWord
• nig::CertifiedNigPrice
• nig::NigParams
• phi2table::CertifiedPhi2Evaluator
• phi2table::Phi2Certificate
• phi2table::Phi2DenseTable
• phi2table::Phi2Table
• sabr::CertifiedSabrQuote
• sabr::CertifiedSabrSurface
• sabr::SabrSmile

Enums

• american_kbi::AmericanKbiKind
• barrier::BarrierType
• error::SolMathError
• phi2table::Phi2Interpolation
• phi2table::Phi2Reference

Functions

• american_kbi::american_kbi_price
• arithmetic::fp_div
• arithmetic::fp_div_ceil
• arithmetic::fp_div_floor
• arithmetic::fp_div_i
• arithmetic::fp_div_round
• arithmetic::fp_mul
• arithmetic::fp_mul_i
• arithmetic::fp_mul_i_round
• arithmetic::fp_mul_i_round_dw
• arithmetic::fp_mul_round
• arithmetic::fp_sqrt
• asian::arithmetic_asian_price
• asian::twap_option_price
• barrier::barrier_option
• barrier::barrier_option_with_state
• bs::black_scholes_price
• bs::bs_delta
• bs::bs_full
• bs::bs_gamma
• bs::bs_rho
• bs::bs_theta
• bs::bs_vega
• bvn_cdf::bvn_cdf
• bvn_cdf::bvn_cdf_hp
• complex::complex_div
• complex::complex_exp
• complex::complex_mul
• complex::complex_sqrt
• encoding::fp
• encoding::fp_i
• heston::heston_price
• hp::black_scholes_price_hp
• hp::bs_full_hp
• hp::exp_fixed_hp
• hp::fp_div_hp_safe
• hp::fp_mul_hp_i
• hp::fp_mul_hp_u
• hp::ln_fixed_hp
• hp::norm_cdf_poly_hp
• hp::pow_fixed_hp
• hp::pow_product_hp
• i64_math::nig_call_64
• i64_math::nig_put_64
• iv::implied_vol
• mul_div::mul_div_ceil
• mul_div::mul_div_ceil_u128
• mul_div::mul_div_floor
• mul_div::mul_div_floor_u128
• nig::nig_call_price
• nig::nig_price_certified
• normal::inverse_norm_cdf
• normal::norm_cdf_and_pdf
• normal::norm_cdf_and_pdf_poly
• normal::norm_cdf_poly
• normal::norm_pdf
• overflow::checked_mul_div_ceil_i
• overflow::checked_mul_div_floor_i
• overflow::checked_mul_div_i
• pool::fp_to_token_ceil
• pool::fp_to_token_floor
• pool::token_to_fp
• pool::weighted_pool_swap
• rainbow::best_of_call
• rainbow::worst_of_call
• sabr::certify_sabr_surface
• sabr::sabr_greeks
• sabr::sabr_implied_vol
• sabr::sabr_precompute
• sabr::sabr_price
• sabr::sabr_vol_at
• sabr::sabr_z_over_chi_pade
• transcendental::exp_fixed_i
• transcendental::expm1_fixed
• transcendental::ln_1p_fixed
• transcendental::ln_fixed_i
• transcendental::pow_fixed
• transcendental::pow_fixed_i
• transcendental::pow_int
• trig::cos_fixed
• trig::sin_fixed
• trig::sincos_fixed

Constants

• LN2_HP_LO
• LN2_LO
• LN_REMEZ_COEFFS
• LN_REMEZ_HP_COEFFS
• SCALE
• SCALE_I
• american_kbi::AMERICAN_KBI_ARTIFACT_SHA256
• american_kbi::AMERICAN_KBI_NODES
• american_kbi::AMERICAN_KBI_PRICE_POINTS
• nig::NIG_MAX_ALPHA
• nig::NIG_MAX_DELTA_TIME
• nig::NIG_MIN_ALPHA
• nig::NIG_MIN_DELTA_TIME
• nig::NIG_QUADRATURE_NODES
• phi2table::PHI2_DENSE_GRID_SIZE
• phi2table::PHI2_GRID_SIZE
• phi2table::PHI2_ROW_DIGEST_BYTES
• sabr::MAX_SABR_SURFACE_MATURITIES
• sabr::MAX_SABR_SURFACE_QUOTES
• sabr::MAX_SABR_SURFACE_STRIKES