Daml.Finance.Instrument.Option¶
This package contains the implementation of different option types, defined in the following modules:
- BarrierEuropeanCash.Instrument: Instrument implementation for barrier options
- BarrierEuropeanCash.Factory: Factory implementation to instantiate barrier options
- Dividend.Instrument: Instrument implementation for dividend options
- Dividend.Factory: Factory implementation to instantiate dividend options
- Dividend.Election: Factory implementation to create an Election for dividend options
- EuropeanCash.Instrument: Instrument implementation for cash-settled European options
- EuropeanCash.Factory: Factory implementation to instantiate cash-settled European options
- EuropeanPhysical.Instrument: Instrument implementation for physically settled European options
- EuropeanPhysical.Factory: Factory implementation to instantiate physically settled European options
- Util: Utility functions for options
Check out the page on How to use the Option Instrument packages for a description of how to use the these instruments in practice.