Module straddle
Expand description
A two-option strategy booked as one product — a straddle, or a strangle when the strikes differ: its value is the options’ sum and its quote is the one flat vol that reprices them, the way a straddle is quoted.
Structs§
- Straddle
- Two options of one strategy, valued as their sum.
Enums§
- Straddle
Error - Why two options cannot be booked as one strategy.