finance-lattice-model/FinanceLatticeModel/Constants.js

Finance Lattice Model implementation

module.exports = Object.freeze({Options: {
  EUROPEAN: {
    PUT: "EUROPEAN_PUT",
    CALL: "EUROPEAN_CALL"
  },
  AMERICAN: {
    PUT: "AMERICAN_PUT",
    CALL: "AMERICAN_CALL"
  }
},
  Node: {
    UP: "UP",
    DOWN: "DOWN",
  }
});