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    Interface BoardPricer

    A pricer bound to one resolved snapshot: price a whole board of strikes locally, no chain calls. Returned by read.pricer(market); also constructable directly from inputs you already hold (e.g. from a Pricer snapshot decoded elsewhere).

    interface BoardPricer {
        forward: number;
        svi: Svi;
        down(strike: number): number;
        probability(strike: number, side: "up" | "down"): number;
        range(lower: number, higher: number): number;
        strikeAtProbability(p: number): number | null;
        up(strike: number): number;
    }

    Hierarchy (View Summary)

    Index
    forward svi
    down probability range strikeAtProbability up
    forward: number

    Forward price the digital settles against, in decimal (same units as strike).

    svi: Svi

    • P(settle < strike) = 1 − up.

      Parameters

      • strike: number

      Returns number

    • P(side wins at strike).

      Parameters

      • strike: number
      • side: "up" | "down"

      Returns number

    • Probability mass in (lower, higher] (use lower<=0/higher=Infinity for the tails).

      Parameters

      • lower: number
      • higher: number

      Returns number

    • Strike where P(> strike) = p, or null if outside ±64% of forward.

      Parameters

      • p: number

      Returns number | null

    • P(settle > strike).

      Parameters

      • strike: number

      Returns number

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