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choose to apply a Black'76 in Fx Vanilla option #200

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CNiemans opened this issue Nov 2, 2023 · 1 comment

CNiemans commented Nov 2, 2023

Can you please add a mode on the Vanilla to either price them as BSM standard options or with black'76 delivering a forward ? Thanks in advance

Owner

domokane commented Nov 5, 2023

I will take a look this week.
Best
D

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