LSEG Data Library for TypeScript

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Option.PricingModelType

PricingModelType for the financial instruments:

Name Value
PricingModelType.BlackScholes 'BlackScholes'
PricingModelType.Whaley 'Whaley'
PricingModelType.Binomial 'Binomial'
PricingModelType.Trinomial 'Trinomial'
PricingModelType.VannaVolga 'VannaVolga'
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