Table of Contents

Enum OperatorSplittingSpreadEngineOrder

Namespace
NanoQL.PricingEngines
Assembly
NanoQL.dll

The operator-splitting engine's order of approximation: QuantLib's OperatorSplittingSpreadEngine::Order.

public enum OperatorSplittingSpreadEngineOrder

Fields

First = 0

Kirk's price with the first-order correction.

Second = 1

Kirk's price with the first- and second-order corrections.