Ankit3445/options_pricing

1#pragma once2 3#include <string>4#include <chrono>5 6enum class OptionType {7    CALL,8    PUT9};10 11enum class OptionStyle {12    EUROPEAN,13    ASIAN,14    BARRIER,15    LOOKBACK16};17 18struct MarketTick {19    std::string        ticker;20    std::string        timestamp;21    double             spotPrice;22    double             strikePrice;23    double             timeToExpiry;24    double             riskFreeRate;25    double             optionMarketPrice;26    OptionType         optionType;27    OptionStyle        optionStyle = OptionStyle::EUROPEAN;28    double             barrier     = 0.0;  // for barrier options29    bool               barrier_down = true; // down-and-out vs up-and-out30};31 32struct Greeks {33    double price       = 0.0;34    double delta       = 0.0;35    double gamma       = 0.0;36    double vega        = 0.0;37    double theta       = 0.0;38    double rho         = 0.0;39    double impliedVol  = 0.0;40    bool   valid       = false;41};42