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1 parent 88bf784 commit 4e7aad4Copy full SHA for 4e7aad4
src/examples/EQ/binary_option.json
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+{"contracts" : [
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+{
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+"action":"PV",
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+"pricer":"Analytical",
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+"asset":"EQ",
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+"payoff_type": "Binary",
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+"market_data":{
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+"underlying_price":100,
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+"option_type":"C",
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+"strike_price":100,
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+"volatility":0.4,
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+"risk_free_rate":0.06,
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+"maturity":"2023-12-31",
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+"dividend": 0.01
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+}
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+},
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+"pricer":"MonteCarlo",
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+"strike_price":105,
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+"volatility":0.45,
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+"dividend": 0.01,
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+"simulation":100000
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+}}
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+]
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