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Implement Exotic Option Pricing Tab ( Barrier Options) #31

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bleunguts opened this issue Oct 7, 2023 · 0 comments
Open

Implement Exotic Option Pricing Tab ( Barrier Options) #31

bleunguts opened this issue Oct 7, 2023 · 0 comments

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@bleunguts
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bleunguts commented Oct 7, 2023

Barrier Options Pricer, American Options Pricer,

Consider incorporating Ql.NET models as alternative calc models for RealWorldOptions, EuropeanOption, AmericanOptions

4/10 decided dont worry about QL.NET pricing models, just do the CPP ones

Port the implied Vol Pricer, and Barrier Option only.. dont worry about American Options,, never heard them used in my 10 years is risk

@bleunguts bleunguts changed the title Implement Exotic Option Pricing Tab (Vol Pricer and Barrier Options) Implement Exotic Option Pricing Tab ( Barrier Options) Oct 7, 2023
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