Q.Options

Documentation

data Valuation

Constructors

Valuation

Fields

• vPremium :: Premium
• vDelta :: Delta
• vVega :: Vega
• vGamma :: Gamma

Instances

Show Valuation

Defined in Q.Options

Methods

showsPrec :: Int -> Valuation -> ShowS

show :: Valuation -> String

showList :: [Valuation] -> ShowS

intrinsinc :: OptionType -> Forward -> Strike -> DF -> Double

intrinsinc value of an option.

hasTimeValue :: OptionType -> Forward -> Strike -> Premium -> DF -> Bool

returns True if the undiscounted option premium is greater than the intrinsinc

module Q.Types