Constant INDEX_OPTION_BOUND
const INDEX_OPTION_BOUND: f64 = 8.0;Expand description
How far into either tail of the spread’s normal driver an index option
integrates: |z| ≤ 8 holds the density to ~1e-15.
const INDEX_OPTION_BOUND: f64 = 8.0;How far into either tail of the spread’s normal driver an index option
integrates: |z| ≤ 8 holds the density to ~1e-15.