A toolkit for financial computing
VanillaPayoff(type::Symbol, strike)
A optional payout. type
can be :call
or :put
ForwardPayoff(type::Symbol, strike)
A guaranteed forward payoff. type
can be :long
or :short
VanillaOption(payoff, excercise)
A vanilla call or put option, paying off at the excercise date
AmericanOption(payoff, excercise)
An American call or put option, paying off at any time untill the excercise date