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Published 20 hours ago • verified publisher icon domokane

choose to apply a Black'76 in Fx Vanilla option

Open CNiemans opened this issue 1 year ago • 1 comments

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

CNiemans avatar Nov 02 '23 13:11 CNiemans

I will take a look this week. Best D

domokane avatar Nov 05 '23 16:11 domokane