paolodelia99 / spread-option-pricing

Pricing spread option where the underlying as following a GBM using the margrabe formula and MC methods.
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Using floating_point concept instead of typename #9

Closed paolodelia99 closed 1 month ago

paolodelia99 commented 1 month ago

Since it does only make sense to have a floating point for the spread options, substituting typename and enforcing directly to use floats is a good idea