Description
A European Call can only be exercise at maturity. The payout is max(S - K, 0) where S is the value of the underlying at maturity and K is the strike of the option. A European Call is worthless at maturity if the value of the underlying is less than the strike.
Interfaces
Models must support IEuropeanCall.
Models
The following models are available.
Description
A European Put can only be exercise at maturity. The payout is max(K - S, 0) where S is the value of the underlying at maturity and K is the strike of the option. A European Put is worthless at maturity if the value of the underlying is less than the strike.
Interfaces
Models must support IEuropeanPut.
Models
The following models are available.
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