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

Check out the page on How to use the Option Instrument packages for a description of how to use the these instruments in practice.

Changelog

• Changelog