Marian: marian::Market Struct Reference

marian
Market

Data structure holding the market data. More...

#include <market.hpp>

Public Attributes
double	spot
	Price of underlying.

double	vol
	Volatility.

double	r
	Risk free rate.

Detailed Description

Examples:: convergenceExample.cpp.

The documentation for this struct was generated from the following file:

C:/Unix/home/OEM/fdm/src/financial/market.hpp