BoardPricerWithSources class

A client-side board pricer bound to one market snapshot, with the oracle source timestamps it was read at.

Inheritance

Constructors

BoardPricerWithSources({required double forward, required Svi svi, required PricerSources asOf})

Properties

asOf → PricerSources
The oracle source timestamps behind the snapshot.
final
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.
inherited
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).
inherited
range(double lower, double higher) → double
Probability mass in (lower, higher] (use lower <= 0 / higher = double.infinity for the tails).
inherited
strikeAt(double p) → double?
Strike where P(> strike) = p, or null if outside ±64% of forward.
inherited
toString() → Side
A string representation of this object.
inherited
up(double strike) → double
P(settle > strike).
inherited

Operators

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