asset_payoffs.md

Assets and Futures

The following payoffs are used to model FX, Equity, Inflation and Futures instruments.

DiffFusion.Asset

DiffFusion.ForwardAsset

DiffFusion.ForwardIndex

DiffFusion.FutureIndex

Convexity Adjustment

DiffFusion.AssetConvexityAdjustment

DiffFusion.IndexConvexityAdjustment

Asset Option Payoffs

DiffFusion.VanillaAssetOption

DiffFusion.BarrierAssetOption