kiyosi

外观

<kiyosi/market/bsm_parameters.hpp> ​

cpp
#include <kiyosi/market/bsm_parameters.hpp>

make_bsm_parameters ​

cpp
Result<BlackScholesMertonParameters> kiyosi::make_bsm_parameters(double risk_free_rate, double dividend_yield, double volatility)

Creates validated Black-Scholes-Merton model parameters. 返回值: The parameters, or a rate, yield, or volatility validation error.

kiyosi::BlackScholesMertonParameterChanges ​

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struct kiyosi::BlackScholesMertonParameterChanges

Fields to replace; absent fields retain their current values.

成员 ​

risk_free_rate ​

cpp
std::optional<double> kiyosi::BlackScholesMertonParameterChanges::risk_free_rate

dividend_yield ​

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std::optional<double> kiyosi::BlackScholesMertonParameterChanges::dividend_yield

volatility ​

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std::optional<double> kiyosi::BlackScholesMertonParameterChanges::volatility

kiyosi::BlackScholesMertonParameters ​

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class kiyosi::BlackScholesMertonParameters

Black-Scholes-Merton model parameters: continuously compounded rates and a flat volatility.

成员 ​

replace ​

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Result<BlackScholesMertonParameters> kiyosi::BlackScholesMertonParameters::replace(BlackScholesMertonParameterChanges changes={}) const

Returns a validated owning copy with the supplied fields replaced. Uses make_bsm_parameters validation and error categories; never changes this object. Concurrent calls and reads are safe without concurrent assignment to this object.

risk_free_rate ​

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double kiyosi::BlackScholesMertonParameters::risk_free_rate() const noexcept

Returns the continuously compounded risk-free rate as a decimal.

dividend_yield ​

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double kiyosi::BlackScholesMertonParameters::dividend_yield() const noexcept

Returns the continuously compounded dividend yield as a decimal.

volatility ​

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double kiyosi::BlackScholesMertonParameters::volatility() const noexcept

Returns the positive annualized volatility as a decimal.