market.hpp
1 #ifndef MARIAN_MARKET_HPP
2 #define MARIAN_MARKET_HPP
3 
4 #include <iostream>
5 
6 
7 namespace marian {
11  struct Market {
12  double spot;
13  double vol;
14  double r;
15  };
16 
17  inline std::ostream& operator<<(std::ostream& s, Market& mkt) {
18  s << "Spot: " << mkt.spot << " Vol " << mkt.vol << " Rate " << mkt.r << "\n";
19  return s;
20  }
21 } // namespace market
22 
23 #endif /* MARIAN_MARKET_HPP */
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