- deltaStickyStrike
Calculates the delta of the bond future option product based on the price of the
underlying future.
- gammaStickyStrike
Calculates the gamma of the bond future option product based on the price of the
underlying future.
- getFuturePricer
Returns the underlying future pricer function.
- marginIndex
Calculates the number related to bond futures product on which the daily margin
is computed. For two
- price
- priceSensitivity
- priceSensitivityModelParamsVolatility
Calculates the price sensitivity to the Black volatility used for the pricing of
the bond future opt
- priceSensitivityRatesStickyStrike
Calculates the price sensitivity of the bond future option product based on the
price of the underly
- theta
Calculates the theta of the bond future option product based on the price of the
underlying future.
- futurePrice