Add functions for Vanilla asset option simulation #66
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- asset_variance functions for models and path - VanillaAssetOption payoff - VanillaAssetOptionFlow cash flow
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #66 +/- ##
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+ Coverage 98.21% 98.24% +0.03%
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Files 63 65 +2
Lines 3360 3428 +68
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+ Hits 3300 3368 +68
Misses 60 60 ☔ View full report in Codecov by Sentry. |
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This PR adds functionalities to price FX and equity Vanilla options.