We need to provide the correct current time for the model to determine the time to expiration and therefore the fair price.
Here we are assuming that the system_clock epoch coincides with the Unix epoch, which is true from C++20 and the de facto standard in the previous versions.
This deals with issue https://github.com/Waifod/quant_finance_models/issues/18.
We need to provide the correct current time for the model to determine the time to expiration and therefore the fair price.
Here we are assuming that the
system_clock epochcoincides with theUnix epoch, which is true from C++20 and the de facto standard in the previous versions.