Docs / nablatensor-quant / com.nablatensor.quant

record

BasketMarket

A three-asset basket market: one spot and one lognormal vol per asset, plus a shared flat rate. Correlation and weights are passed to option as fixed model inputs.

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Record components

s1: double
s2: double
s3: double
v1: double
v2: double
v3: double
rate: double

Methods

BasketMarket validated()

static BasketMarket equalWeighted()