Module equity
Expand description
Equity options: a European call or put on a quoted equity, valued as Black-Scholes on the dividend-free forward.
Structs§
- Barrier
- A single barrier, monitored continuously from today to expiry.
- Equity
Option - A European option on
quantityshares of one equity, exercised and settled in cash on its expiry, with an optional single barrier.
Enums§
- Equity
Option Error - Why an equity option’s terms were refused.