option

type AmericanCallOption struct {
	AmericanOption
}

type AmericanOption struct {
	VanillaOption
}

type AmericanPutOption struct {
	AmericanOption
}

type Decision interface {
	EarlyExcercise(spot m.Money, nonExcercisedValue m.Money) m.Money
}

type EuropeanCallOption struct {
	EuropeanOption
}

type EuropeanOption struct {
	VanillaOption
}

type EuropeanPutOption struct {
	EuropeanOption
}

type Greek func(option Option, spot m.Money, t m.Time) float64

type Option interface {
	Decision
	Expiration() m.Time
	Payoff(spot m.Money) m.Money

	Strike() m.Money // FIXME deprecated ... does not generalize!
}

type Pricing func(option Option, spot m.Money, t m.Time) m.Money

type PricingParameters struct {
	Sigma m.Return
	R     m.Rate
}

type VanillaOption struct {
	S m.Money
	T m.Time
}