kiyosi

外观

<kiyosi/instruments/vanilla.hpp> ​

cpp
#include <kiyosi/instruments/vanilla.hpp>

EuropeanOption ​

cpp
using kiyosi::EuropeanOption = ExerciseBasedOption<VanillaPayoff, EuropeanExercise>

European vanilla call or put.

AmericanOption ​

cpp
using kiyosi::AmericanOption = ExerciseBasedOption<VanillaPayoff, AmericanExercise>

American vanilla call or put.

make_european_option ​

cpp
Result<EuropeanOption> kiyosi::make_european_option(OptionType option_type, double strike, Date effective_date, Date expiry_date)

Creates a validated European vanilla option. 返回值: The option, or an invalid_option, invalid_strike, invalid_date, or invalid_time_range error.

make_american_option ​

cpp
Result<AmericanOption> kiyosi::make_american_option(OptionType option_type, double strike, Date effective_date, Date expiry_date)

Creates a validated American vanilla option. 返回值: The option, or an invalid_option, invalid_strike, invalid_date, or invalid_time_range error.