@insiderfinance/totalfinance 0.1.0

package/modules/options/etc/options.api.md

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+# @insiderfinance/totalfinance/options — public API
+
+> Generated by `tools/api-report`. Do not edit by hand. Run `pnpm api:update` after intentional
+> public API changes; `pnpm api:check` fails on undocumented drift.
+
+## Exports (223)
+
+- `const asian`: { readonly geometricPrice: (input: AsianInput & { type: OptionType; }) => ExoticResult; readonly monteCarloPrice: (input: AsianMonteCarloInput & { type: OptionType; }, options: AsianMonteCarloOptions) => ExoticMonteCarloResult; }
+- `const autocallable`: { readonly monteCarloPrice: (input: AutocallableInput, options: MonteCarloSamplingOptions) => ExoticMonteCarloResult; }
+- `const bachelier`: { call: Facade<BachelierInput, number>; put: Facade<BachelierInput, number>; price: Facade<BachelierTypedInput, number>; greeks: Facade<BachelierTypedInput, Greeks>; extendedGreeks: Facade<BachelierTypedInput, ExtendedGreeks>; impliedVolatility: Facade<BachelierImpliedVolatilityInput, number, Record<never, never>, number | null>; }
+- `const barrier`: { readonly price: (input: BarrierInput & { type: OptionType; barrierType: BarrierType; }) => ExoticResult; readonly monteCarloPrice: (input: BarrierInput & { type: OptionType; barrierType: BarrierType; }, options: BarrierMonteCarloOptions) => ExoticMonteCarloResult; }
+- `const basket`: { readonly approximatePrice: (input: BasketInput & { type: OptionType; }) => ExoticResult; readonly monteCarloPrice: (input: BasketInput & { type: OptionType; }, options: MonteCarloSamplingOptions) => ExoticMonteCarloResult; }
+- `const black76`: { call: Facade<Black76Input, number>; put: Facade<Black76Input, number>; price: Facade<Black76TypedInput, number>; greeks: Facade<Black76TypedInput, Greeks>; extendedGreeks: Facade<Black76TypedInput, ExtendedGreeks>; impliedVolatility: Facade<Black76ImpliedVolatilityInput, number, Record<never, never>, number | null>; }
+- `const blackScholes`: { call: Facade<BlackScholesInput, number>; put: Facade<BlackScholesInput, number>; price: Facade<BlackScholesTypedInput, number>; greeks: Facade<BlackScholesTypedInput, Greeks>; extendedGreeks: Facade<BlackScholesTypedInput, ExtendedGreeks>; impliedVolatility: Facade<BlackScholesImpliedVolatilityInput, number, Record<never, never>, number | null>; }
+- `const BlackScholesImpliedVolatilityInputSchema`: ObjectSchema<{ price: NumberSchema; spot: NumberSchema; strike: NumberSchema; timeToExpiryYears: NumberSchema; riskFreeRate: NumberSchema; type: EnumSchema<'call' | 'put'>; dividendYield: OptionalSchema<number>; }>
+- `const BlackScholesInputSchema`: ObjectSchema<{ readonly spot: NumberSchema; readonly strike: NumberSchema; readonly timeToExpiryYears: NumberSchema; readonly riskFreeRate: NumberSchema; readonly volatility: NumberSchema; readonly dividendYield: OptionalSchema<number>; }>
+- `const BlackScholesTypedInputSchema`: ObjectSchema<{ type: EnumSchema<'call' | 'put'>; spot: NumberSchema; strike: NumberSchema; timeToExpiryYears: NumberSchema; riskFreeRate: NumberSchema; volatility: NumberSchema; dividendYield: OptionalSchema<number>; }>
+- `const cliquet`: { readonly price: (input: CliquetInput) => ExoticResult; readonly monteCarloPrice: (input: CliquetInput, options: MonteCarloSamplingOptions) => ExoticMonteCarloResult; }
+- `const compo`: { readonly price: (input: CompoInput & { type: OptionType; }) => ExoticResult; readonly greeks: (input: CompoInput & { type: OptionType; }) => Computed<CompoGreeks>; readonly monteCarloPrice: (input: CompoInput & { type: OptionType; }, options: CompoMonteCarloOptions) => ExoticMonteCarloResult; }
+- `const DEFAULT_OUTLIER_THRESHOLD`: 3.5
+- `const digital`: { readonly price: (input: DigitalInput & { type: OptionType; kind: DigitalKind; }) => ExoticResult; readonly monteCarloPrice: (input: DigitalInput & { type: OptionType; kind: DigitalKind; }, options: MonteCarloSamplingOptions) => ExoticMonteCarloResult; readonly greeks: (input: DigitalInput & { type: OptionType; kind: DigitalKind; }) => Computed<Greeks>; readonly extendedGreeks: (input: DigitalInput & { type: OptionType; kind: DigitalKind; }) => Computed<ExtendedGreeks>; }
+- `const doubleTouch`: { readonly price: (input: DoubleTouchInput & { kind: DoubleTouchKind; }) => ExoticResult; readonly greeks: (input: DoubleTouchInput & { kind: DoubleTouchKind; }) => Computed<Greeks>; readonly monteCarloPrice: (input: DoubleTouchInput & { kind: DoubleTouchKind; }, options: TouchMonteCarloOptions) => ExoticMonteCarloResult; }
+- `const engines`: { readonly blackScholes: () => OptionPricingEngine; readonly blackScholesMerton: () => OptionPricingEngine; readonly black76: () => OptionPricingEngine; readonly binomial: (options?: BinomialEngineOptions) => OptionPricingEngine; readonly trinomial: (options?: TrinomialEngineOptions) => OptionPricingEngine; readonly baroneAdesiWhaley: () => OptionPricingEngine; readonly bjerksundStensland: () => OptionPricingEngine; readonly bjerksundStensland2002: () => OptionPricingEngine; readonly bjerksundStensland1993: () => OptionPricingEngine; readonly finiteDifference: { readonly crankNicolson: (options?: FiniteDifferenceEngineOptions) => OptionPricingEngine; }; readonly monteCarlo: (options: MonteCarloPriceOptions) => OptionPricingEngine; readonly heston: (parameters: HestonParameters, options?: HestonCosineExpansionOptions) => OptionPricingEngine; readonly sabr: (parameters: SabrParameters, options?: SabrOptions) => OptionPricingEngine; readonly localVolatility: (surface: LocalVolatilityFunction, options: LocalVolatilityMonteCarloOptions) => OptionPricingEngine; readonly auto: (options?: AutoEngineOptions) => OptionPricingEngine; }
+- `const forwardStart`: { readonly price: (input: ForwardStartInput & { type: OptionType; }) => ExoticResult; readonly monteCarloPrice: (input: ForwardStartInput & { type: OptionType; }, options: MonteCarloSamplingOptions) => ExoticMonteCarloResult; }
+- `const gbm`: { readonly path: (input: GbmPathInput) => Float64Array; readonly terminal: (input: GbmTerminalInput) => number; }
+- `const heston`: { readonly price: (request: HestonPriceRequest) => PriceResult; readonly monteCarloPrice: (request: HestonPriceMonteCarloRequest) => HestonMonteCarloResult; readonly cosineExpansion: (input: HestonCosineExpansionPriceInput) => number; readonly impliedVolatility: (request: HestonPriceRequest) => BlackScholesImpliedVolatilityResult; readonly monteCarloEstimate: (input: HestonMonteCarloEstimateInput) => MonteCarloEstimate; }
+- `const inverseOption`: { readonly price: (input: InverseOptionInput & { type: OptionType; }) => ExoticResult; readonly greeks: (input: InverseOptionInput & { type: OptionType; }) => Computed<InverseGreeks>; readonly monteCarloPrice: (input: InverseOptionInput & { type: OptionType; }, options: InverseOptionMonteCarloOptions) => ExoticMonteCarloResult; readonly digital: (input: InverseOptionInput & { type: OptionType; kind: DigitalKind; cash?: number; }) => ExoticResult; readonly barrier: (input: InverseOptionInput & { type: OptionType; barrierType: BarrierType; barrier: number; }) => ExoticResult; }
+- `const localVolatility`: { readonly fromImplied: (input: DupireLocalVolatilityInput) => LocalVolatilityFunction; readonly grid: (localVolatility: LocalVolatilityFunction, specification: LocalVolatilityGridSpecification) => LocalVolatilityFunction; readonly monteCarloPrice: (request: LocalVolatilityPriceMonteCarloRequest) => LocalVolatilityMonteCarloResult; readonly monteCarloEstimate: (input: LocalVolatilityMonteCarloEstimateInput) => MonteCarloEstimate; }
+- `const lookback`: { readonly price: (input: LookbackInput & { type: OptionType; strikeType: LookbackStrike; }) => ExoticResult; readonly monteCarloPrice: (input: LookbackInput & { type: OptionType; strikeType: LookbackStrike; }, options: LookbackMonteCarloOptions) => ExoticMonteCarloResult; }
+- `const napoleon`: { readonly monteCarloPrice: (input: NapoleonInput, options: MonteCarloSamplingOptions) => ExoticMonteCarloResult; }
+- `const option`: { readonly call: (input: OptionBuilderInput) => OptionContract; readonly put: (input: OptionBuilderInput) => OptionContract; readonly usEquityCall: (input: InstrumentBuilderInput) => OptionContract; readonly usEquityPut: (input: InstrumentBuilderInput) => OptionContract; readonly usEquityOption: (input: UsEquityOptionInput) => OptionContract; readonly european: (input: InstrumentBuilderInput & { type: OptionType; convention?: 'us-equity-close'; }) => OptionContract; readonly price: (input: PriceOptionInput) => PriceResult; readonly impliedVolatility: (input: ImpliedVolatilityOptionInput) => ImpliedVolatilitySolveResult; readonly compareEngines: (input: CompareEnginesInput) => EngineComparison; }
+- `const OptionContractSchema`: Schema<{ underlying: string; type: 'call' | 'put'; style: 'european' | 'american'; strike: number; expiry: string; expiresAt: number; expiryConvention: 'us-equity-close' | 'explicit-instant'; multiplier?: number; currency?: string; root?: string; settlement?: 'physical' | 'cash'; exerciseTime?: 'AM' | 'PM'; occSymbol?: string; deliverable?: { cash?: number; shares?: Array<{ symbol: string; quantity: number; }>; notes?: string; }; adjusted?: boolean; }>
+- `const ParityCode`: { readonly StrikeUnavailable: 'parity.strike_unavailable'; readonly InsufficientStrikes: 'parity.insufficient_strikes'; readonly NonPositiveDiscount: 'parity.nonpositive_discount'; readonly NonPositiveForward: 'parity.nonpositive_forward'; readonly DegenerateBox: 'parity.degenerate_box'; readonly RateMismatch: 'parity.rate_mismatch'; }
+- `const quanto`: { readonly price: (input: QuantoInput & { type: OptionType; }) => ExoticResult; }
+- `const rainbow`: { readonly monteCarloPrice: (input: MultiAssetInput & { type: OptionType; kind: RainbowKind; }, options: MonteCarloSamplingOptions) => ExoticMonteCarloResult; }
+- `const reverseCliquet`: { readonly monteCarloPrice: (input: ReverseCliquetInput, options: MonteCarloSamplingOptions) => ExoticMonteCarloResult; readonly floorlessValue: (input: ReverseCliquetInput) => ExoticResult; }
+- `const sabr`: { readonly volatility: (request: SabrVolatilityRequest) => number; readonly price: (request: SabrPriceRequest) => PriceResult; readonly monteCarloPrice: (request: SabrPriceMonteCarloRequest) => SabrMonteCarloResult; readonly monteCarloEstimate: (input: SabrMonteCarloEstimateInput) => MonteCarloEstimate; }
+- `const schemas`: { readonly BlackScholesInput: ObjectSchema<{ readonly spot: NumberSchema; readonly strike: NumberSchema; readonly timeToExpiryYears: NumberSchema; readonly riskFreeRate: NumberSchema; readonly volatility: NumberSchema; readonly dividendYield: OptionalSchema<number>; }>; readonly BlackScholesTypedInput: ObjectSchema<{ type: EnumSchema<'call' | 'put'>; spot: NumberSchema; strike: NumberSchema; timeToExpiryYears: NumberSchema; riskFreeRate: NumberSchema; volatility: NumberSchema; dividendYield: OptionalSchema<number>; }>; readonly BlackScholesImpliedVolatilityInput: ObjectSchema<{ price: NumberSchema; spot: NumberSchema; strike: NumberSchema; timeToExpiryYears: NumberSchema; riskFreeRate: NumberSchema; type: EnumSchema<'call' | 'put'>; dividendYield: OptionalSchema<number>; }>; readonly OptionContract: Schema<{ underlying: string; type: 'call' | 'put'; style: 'european' | 'american'; strike: number; expiry: string; expiresAt: number; expiryConvention: 'us-equity-close' | 'explicit-instant'; multiplier?: number; currency?: string; root?: string; settlement?: 'physical' | 'cash'; exerciseTime?: 'AM' | 'PM'; occSymbol?: string; deliverable?: { cash?: number; shares?: Array<{ symbol: string; quantity: number; }>; notes?: string; }; adjusted?: boolean; }>; }
+- `const spread`: { readonly price: (input: SpreadInput & { type: OptionType; }) => ExoticResult; readonly monteCarloPrice: (input: SpreadInput & { type: OptionType; }, options: MonteCarloSamplingOptions) => ExoticMonteCarloResult; }
+- `const touch`: { readonly price: (input: TouchInput & { kind: TouchKind; }) => ExoticResult; readonly greeks: (input: TouchInput & { kind: TouchKind; }) => Computed<Greeks>; readonly monteCarloPrice: (input: TouchInput & { kind: TouchKind; }, options: TouchMonteCarloOptions) => ExoticMonteCarloResult; }
+- `const varianceSwap`: { readonly hestonFairVariance: (parameters: { v0: number; kappa: number; theta: number; }, timeToExpiryYears: number) => number; readonly value: (input: { realizedVariance: number; strikeVariance: number; varianceNotional?: number; riskFreeRate: number; timeToExpiryYears: number; }) => number; }
+- `const volatilitySwap`: { readonly approximateFairVolatility: (input: { fairVariance: number; varianceOfVariance?: number; }) => number; }
+- `function americanExercise`: (input: AmericanExerciseInput) => AmericanExerciseResult
+- `function americanImpliedVolatility`: (input: AmericanImpliedVolatilityInput) => ImpliedVolatilitySolveResult
+- `function boxSpreadRate`: (input: BoxSpreadRateInput) => BoxSpreadResult
+- `function callContract`: (input: OptionBuilderInput) => OptionContract
+- `function chainGreeks`: (input: ChainGreeksInput) => ChainGreeksResult
+- `function checkBlackScholesNoArbitrage`: (input: BlackScholesNoArbitrageInput) => BlackScholesNoArbitrageReport
+- `function compareEngines`: (input: CompareEnginesInput) => EngineComparison
+- `function defineOptionPricingEngine`: (engine: OptionPricingEngine) => OptionPricingEngine
+- `function dividendTermStructure`: (input: DividendTermStructureInput) => DividendTermStructure
+- `function european`: (input: InstrumentBuilderInput & { type: OptionType; convention?: 'us-equity-close'; }) => OptionContract
+- `function impliedBorrow`: (input: ImpliedBorrowInput) => ParityResult
+- `function impliedDividendYield`: (input: ImpliedDividendYieldInput) => ParityResult
+- `function impliedForward`: (input: ImpliedForwardInput) => ParityResult
+- `function impliedVolatility`: (input: BlackScholesImpliedVolatilityInput, options?: ImpliedVolatilityOptions) => ImpliedVolatilitySolveResult
+- `function impliedVolatilityMany`: (rows: BlackScholesImpliedVolatilityInput[], options?: ImpliedVolatilityOptions) => ImpliedVolatilityBatchResult
+- `function impliedVolatilityOption`: (input: ImpliedVolatilityOptionInput) => ImpliedVolatilitySolveResult
+- `function market`: (input: OptionMarket) => OptionMarket
+- `function optionChainHealth`: (input: OptionChainHealthInput) => OptionChainHealthReport
+- `function priceMany`: (input: PriceManyInput) => PriceResult[]
+- `function priceOption`: (input: PriceOptionInput) => PriceResult
+- `function putContract`: (input: OptionBuilderInput) => OptionContract
+- `function selectQuotePrice`: (quote: OptionQuote, source: PriceSource) => number | undefined
+- `function usEquityCall`: (input: InstrumentBuilderInput) => OptionContract
+- `function usEquityOption`: (input: UsEquityOptionInput) => OptionContract
+- `function usEquityPut`: (input: InstrumentBuilderInput) => OptionContract
+- `function validateOptionPricingEngine`: (engine: OptionPricingEngine, probes: readonly OptionPricingEngineProbe[]) => OptionPricingEngine
+- `function vanillaIntrinsic`: (input: VanillaIntrinsicInput) => number
+- `interface AmericanExerciseInput`: AmericanExerciseInput
+- `interface AmericanExerciseOptions`: AmericanExerciseOptions
+- `interface AmericanExerciseResult`: AmericanExerciseResult
+- `interface AmericanImpliedVolatilityInput`: AmericanImpliedVolatilityInput
+- `interface AmericanImpliedVolatilityOptions`: AmericanImpliedVolatilityOptions
+- `interface AsianInput`: AsianInput
+- `interface AsianMonteCarloInput`: AsianMonteCarloInput
+- `interface AsianMonteCarloOptions`: AsianMonteCarloOptions
+- `interface AutocallableInput`: AutocallableInput
+- `interface AutoEngineOptions`: AutoEngineOptions
+- `interface BachelierImpliedVolatilityInput`: BachelierImpliedVolatilityInput
+- `interface BachelierImpliedVolatilityResult`: BachelierImpliedVolatilityResult
+- `interface BachelierInput`: BachelierInput
+- `interface BachelierTypedInput`: BachelierTypedInput
+- `interface BarrierInput`: BarrierInput
+- `interface BarrierMonteCarloOptions`: BarrierMonteCarloOptions
+- `interface BasketInput`: BasketInput
+- `interface BinomialEngineOptions`: BinomialEngineOptions
+- `interface Black76ImpliedVolatilityInput`: Black76ImpliedVolatilityInput
+- `interface Black76ImpliedVolatilityResult`: Black76ImpliedVolatilityResult
+- `interface Black76Input`: Black76Input
+- `interface Black76TypedInput`: Black76TypedInput
+- `interface BlackScholesImpliedVolatilityInput`: BlackScholesImpliedVolatilityInput
+- `interface BlackScholesImpliedVolatilityOptions`: BlackScholesImpliedVolatilityOptions
+- `interface BlackScholesImpliedVolatilityResult`: BlackScholesImpliedVolatilityResult
+- `interface BlackScholesInput`: BlackScholesInput
+- `interface BlackScholesNoArbitrageInput`: BlackScholesNoArbitrageInput
+- `interface BlackScholesTypedInput`: BlackScholesTypedInput
+- `interface BoundaryPoint`: BoundaryPoint
+- `interface BoxSpreadDiagnostics`: BoxSpreadDiagnostics
+- `interface BoxSpreadOptions`: BoxSpreadOptions
+- `interface BoxSpreadResult`: BoxSpreadResult
+- `interface ChainGreeksAssumptionsExtra`: ChainGreeksAssumptionsExtra
+- `interface ChainGreeksDiagnostics`: ChainGreeksDiagnostics
+- `interface ChainGreeksInput`: ChainGreeksInput
+- `interface ChainGreeksRowDiagnostic`: ChainGreeksRowDiagnostic
+- `interface CliquetInput`: CliquetInput
+- `interface CompareEnginesInput`: CompareEnginesInput
+- `interface CompoGreeks`: CompoGreeks
+- `interface CompoInput`: CompoInput
+- `interface CompoMonteCarloOptions`: CompoMonteCarloOptions
+- `interface ControlVariate`: ControlVariate
+- `interface DigitalInput`: DigitalInput
+- `interface DiscreteDividend`: DiscreteDividend
+- `interface DividendTermStructure`: DividendTermStructure
+- `interface DividendTermStructureInput`: DividendTermStructureInput
+- `interface DividendTermStructurePoint`: DividendTermStructurePoint
+- `interface DoubleTouchInput`: DoubleTouchInput
+- `interface DupireOptions`: DupireOptions
+- `interface EngineComparison`: EngineComparison
+- `interface EngineComparisonRow`: EngineComparisonRow
+- `interface EquityLattice`: EquityLattice
+- `interface EquityLatticeOptions`: EquityLatticeOptions
+- `interface ExoticMonteCarloResult`: ExoticMonteCarloResult
+- `interface ExtendedGreeks`: ExtendedGreeks
+- `interface FiniteDifferenceEngineOptions`: FiniteDifferenceEngineOptions
+- `interface ForwardStartInput`: ForwardStartInput
+- `interface GbmPathInput`: GbmPathInput
+- `interface GbmTerminalInput`: GbmTerminalInput
+- `interface Greeks`: Greeks
+- `interface HestonCosineExpansionOptions`: HestonCosineExpansionOptions
+- `interface HestonInput`: HestonInput
+- `interface HestonMonteCarloOptions`: HestonMonteCarloOptions
+- `interface HestonMonteCarloResult`: HestonMonteCarloResult
+- `interface HestonParameters`: HestonParameters
+- `interface ImpliedBorrowOptions`: ImpliedBorrowOptions
+- `interface ImpliedDividendYieldOptions`: ImpliedDividendYieldOptions
+- `interface ImpliedForwardOptions`: ImpliedForwardOptions
+- `interface ImpliedVolatilityDiagnostics`: ImpliedVolatilityDiagnostics
+- `interface ImpliedVolatilityOptionInput`: ImpliedVolatilityOptionInput
+- `interface ImpliedVolatilityOptions`: ImpliedVolatilityOptions
+- `interface InverseGreeks`: InverseGreeks
+- `interface InverseOptionInput`: InverseOptionInput
+- `interface LatticeNode`: LatticeNode
+- `interface LocalVolatilityGridSpecification`: LocalVolatilityGridSpecification
+- `interface LocalVolatilityInput`: LocalVolatilityInput
+- `interface LocalVolatilityMarket`: LocalVolatilityMarket
+- `interface LocalVolatilityMonteCarloOptions`: LocalVolatilityMonteCarloOptions
+- `interface LocalVolatilityMonteCarloResult`: LocalVolatilityMonteCarloResult
+- `interface LookbackInput`: LookbackInput
+- `interface LookbackMonteCarloOptions`: LookbackMonteCarloOptions
+- `interface MonteCarloEstimate`: MonteCarloEstimate
+- `interface MonteCarloPriceOptions`: MonteCarloPriceOptions
+- `interface MonteCarloPriceResult`: MonteCarloPriceResult
+- `interface MonteCarloSamplingOptions`: MonteCarloSamplingOptions
+- `interface MonteCarloStatistics`: MonteCarloStatistics
+- `interface MultiAssetInput`: MultiAssetInput
+- `interface NapoleonInput`: NapoleonInput
+- `interface OptionBatchColumns`: OptionBatchColumns
+- `interface OptionBatchResult`: OptionBatchResult
+- `interface OptionBuilderInput`: OptionBuilderInput
+- `interface OptionChainHealthConfig`: OptionChainHealthConfig
+- `interface OptionChainHealthExpiryCoverage`: OptionChainHealthExpiryCoverage
+- `interface OptionChainHealthMarket`: OptionChainHealthMarket
+- `interface OptionChainHealthModelResult`: OptionChainHealthModelResult
+- `interface OptionChainHealthQuote`: OptionChainHealthQuote
+- `interface OptionChainHealthRow`: OptionChainHealthRow
+- `interface OptionContract`: OptionContract
+- `interface OptionEnginePriceInput`: OptionEnginePriceInput
+- `interface OptionImpliedVolatilityBatchColumns`: OptionImpliedVolatilityBatchColumns
+- `interface OptionImpliedVolatilityBatchResult`: OptionImpliedVolatilityBatchResult
+- `interface OptionMarket`: OptionMarket
+- `interface OptionPricingEngine`: OptionPricingEngine
+- `interface OptionPricingEngineProbe`: OptionPricingEngineProbe
+- `interface OptionQuote`: OptionQuote
+- `interface ParityDiagnostics`: ParityDiagnostics
+- `interface ParityResult`: ParityResult
+- `interface ParityStrikeResidual`: ParityStrikeResidual
+- `interface PriceManyInput`: PriceManyInput
+- `interface PriceOptionInput`: PriceOptionInput
+- `interface PriceOptions`: PriceOptions
+- `interface PriceResult`: PriceResult
+- `interface QuantoInput`: QuantoInput
+- `interface SabrInput`: SabrInput
+- `interface SabrMonteCarloOptions`: SabrMonteCarloOptions
+- `interface SabrMonteCarloResult`: SabrMonteCarloResult
+- `interface SabrOptions`: SabrOptions
+- `interface SabrParameters`: SabrParameters
+- `interface SpreadInput`: SpreadInput
+- `interface TouchInput`: TouchInput
+- `interface TouchMonteCarloOptions`: TouchMonteCarloOptions
+- `interface TrinomialEngineOptions`: TrinomialEngineOptions
+- `interface UsEquityOptionInput`: UsEquityOptionInput
+- `interface VanillaIntrinsicInput`: VanillaIntrinsicInput
+- `interface VarianceReduction`: VarianceReduction
+- `type AutoObjective`: AutoObjective
+- `type BarrierType`: BarrierType
+- `type BinomialVariant`: BinomialVariant
+- `type BoxSpreadAssumptions`: BoxSpreadAssumptions
+- `type ChainGreeksResult`: ChainGreeksResult
+- `type ChainGreeksRowStatus`: ChainGreeksRowStatus
+- `type DigitalKind`: DigitalKind
+- `type DoubleTouchKind`: DoubleTouchKind
+- `type ExoticResult`: ExoticResult
+- `type Facade`: Facade<Input, Output, Extra, ExplainValue>
+- `type ImpliedVolatilityFunction`: ImpliedVolatilityFunction
+- `type ImpliedVolatilityMethod`: ImpliedVolatilityMethod
+- `type ImpliedVolatilityReason`: ImpliedVolatilityReason
+- `type ImpliedVolatilityResult`: ImpliedVolatilityResult
+- `type ImpliedVolatilitySolveResult`: ImpliedVolatilitySolveResult
+- `type InstrumentBuilderInput`: InstrumentBuilderInput
+- `type InverseOptionMonteCarloOptions`: MonteCarloSamplingOptions
+- `type LatticeVariant`: LatticeVariant
+- `type LocalVolatilityFunction`: LocalVolatilityFunction
+- `type LookbackStrike`: LookbackStrike
+- `type MonteCarloMethod`: MonteCarloMethod
+- `type MonteCarloRandomNumberGenerator`: MonteCarloRandomNumberGenerator
+- `type OptionChainHealthContract`: OptionChainHealthContract
+- `type OptionChainHealthInput`: OptionChainHealthInput
+- `type OptionChainHealthIssue`: OptionChainHealthIssue
+- `type OptionChainHealthModelMarket`: OptionChainHealthModelMarket
+- `type OptionChainHealthModelStatus`: OptionChainHealthModelStatus
+- `type OptionChainHealthReport`: OptionChainHealthReport
+- `type OptionStyle`: OptionStyle
+- `type OptionType`: OptionType
+- `type ParityAssumptions`: ParityAssumptions
+- `type PriceSource`: PriceSource
+- `type RainbowKind`: RainbowKind
+- `type ReverseCliquetInput`: NapoleonInput
+- `type SabrVolatilityType`: SabrVolatilityType
+- `type TouchKind`: TouchKind