avhz/RustQuant

Pricers: Re-work `instruments::options` module.

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avhz commented

Backends to-do:

  • Asian (with BlackScholes73)
  • Bachelier
  • Binary (with BlackScholes73)
  • Forward start (with BlackScholes73)
  • Heston
  • Lookback (with BlackScholes73)
  • Merton 1976
  • Power (with BlackScholes73)