1 #ifndef MARIAN_MARKET_HPP 2 #define MARIAN_MARKET_HPP 17 inline std::ostream& operator<<(std::ostream& s,
Market& mkt) {
18 s <<
"Spot: " << mkt.
spot <<
" Vol " << mkt.
vol <<
" Rate " << mkt.
r <<
"\n";
Data structure holding the market data.
Definition: market.hpp:11
double vol
Volatility.
Definition: market.hpp:13
Definition: backwardKolmogorovEq.cpp:5
double r
Risk free rate.
Definition: market.hpp:14
double spot
Price of underlying.
Definition: market.hpp:12