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Pricers: Re-work instruments::options module. #245

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2 of 8 tasks
Tracked by #187
avhz opened this issue Jul 17, 2024 · 0 comments
Open
2 of 8 tasks
Tracked by #187

Pricers: Re-work instruments::options module. #245

avhz opened this issue Jul 17, 2024 · 0 comments

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@avhz
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avhz commented Jul 17, 2024 •
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Backends to-do:

  • Asian (with BlackScholes73)
  • Bachelier
  • Binary (with BlackScholes73)
  • Forward start (with BlackScholes73)
  • Heston
  • Lookback (with BlackScholes73)
  • Merton 1976
  • Power (with BlackScholes73)
@avhz avhz mentioned this issue Jul 17, 2024
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@avhz