BoardPricer class

A pricer bound to one resolved snapshot: price a whole board of strikes locally, no chain calls. Returned by read.pricer(market); also constructable directly from inputs you already hold (e.g. from a Pricer snapshot decoded elsewhere).

Inheritance
Implementers

Constructors

BoardPricer({required double forward, required Svi svi})
const

Properties

forward → double
Forward price the digital settles against, in decimal (same units as strike).
finalinherited
hashCode → int
The hash code for this object.
no setterinherited
runtimeType → Type
A representation of the runtime type of the object.
no setterinherited
svi → Svi
finalinherited

Methods

down(double strike) → double
P(settle < strike) = 1 − up.
noSuchMethod(Invocation invocation) → dynamic
Invoked when a nonexistent method or property is accessed.
inherited
probabilityOf(double strike, String side) → double
P(side wins at strike).
range(double lower, double higher) → double
Probability mass in (lower, higher] (use lower <= 0 / higher = double.infinity for the tails).
strikeAt(double p) → double?
Strike where P(> strike) = p, or null if outside ±64% of forward.
toString() → String
A string representation of this object.
inherited
up(double strike) → double
P(settle > strike).

Operators

operator ==(Object other) → bool
The equality operator.
inherited