docs(book): add EuropeanVanillaOption pricing

Author: avhz

book/src/Modules/data/curves.md

@@ -5,6 +5,5 @@ Curves can be fit to market data. Here we include an example of a spot curve bei
 ![`Spot curve`](../../assets/spotcurve.png)
 
 ```rust
-{{#include ../../../../examples/curves_spot.rs}}
+{{#include ../../../../examples/examples/curves_spot.rs}}
 ```
-

book/src/Modules/instruments/options.md

@@ -0,0 +1,22 @@
+# Options
+
+## European Vanilla Options
+
+To price a vanilla European option, we begin by defining the option itself:
+
+```rust,noplayground
+{{#include ../../../../examples/examples/option_pricing_vanilla.rs:option_definition}}
+```
+
+Then we need to define a model to price the option with:
+
+```rust,noplayground
+{{#include ../../../../examples/examples/option_pricing_vanilla.rs:model_definitions}}
+```
+
+Lastly, we construct an `AnalyticOptionPricer`, from which we can generate a report.
+The report simply prints the option, model, price, and Greeks.
+
+```rust,noplayground
+{{#include ../../../../examples/examples/option_pricing_vanilla.rs:option_pricing}}
+```

book/src/SUMMARY.md

@@ -14,13 +14,13 @@
 - [`data`](./Modules/data/data.md)
     - [Curves](./Modules/data/curves.md)
 
-<!-- - [`error`](./Modules/error.md)
+<!-- - [`error`](./Modules/error.md) -->
 - [`instruments`](./Modules/instruments/instruments.md)
-- [`iso`](./Modules/iso/iso.md)
+    - [Options](./Modules/instruments/options.md)
+<!-- - [`iso`](./Modules/iso/iso.md)
 - [`macros`](./Modules/macros.md)
 - [`math`](./Modules/math/math.md)
 - [`ml`](./Modules/ml/ml.md)
-- [`models`](./Modules/models/models.md)
 - [`portfolio`](./Modules/portfolio/portfolio.md)
 - [`stochastics`](./Modules/stochastics/stochastics.md)
 - [`time`](./Modules/time/time.md)

examples/examples/option_pricing_vanilla.rs

@@ -2,27 +2,33 @@ use time::macros::date;
 use RustQuant::instruments::*;
 
 fn main() -> Result<(), Box<dyn std::error::Error>> {
+    // ANCHOR: option_definition
     // Define the option contract.
     let option = EuropeanVanillaOptionBuilder::default()
         .strike(100.0)
         .expiry(date!(2025 - 12 - 31))
         .type_flag(TypeFlag::Call)
         .build()?;
+    // ANCHOR_END: option_definition
 
+    // ANCHOR: model_definitions
     // Define some models to price the option.
     let bs73 = BlackScholes73::new(100., 0.05, 0.2);
     let m73 = Merton73::new(100., 0.05, 0.03, 0.2);
     let b76 = Black76::new(100., 0.05, 0.2);
     let a82 = Asay82::new(100., 0.2);
     let gk83 = GarmanKohlhagen83::new(100., 0.05, 0.03, 0.2);
+    // ANCHOR_END: model_definitions
 
+    // ANCHOR: option_pricing
     // Print the option price and greeks.
     // There are more greeks available, but these are the most common.
-    AnalyticOptionPricer::new(option.clone(), bs73.clone()).report();
-    AnalyticOptionPricer::new(option.clone(), m73.clone()).report();
-    AnalyticOptionPricer::new(option.clone(), b76.clone()).report();
-    AnalyticOptionPricer::new(option.clone(), a82.clone()).report();
-    AnalyticOptionPricer::new(option.clone(), gk83.clone()).report();
+    AnalyticOptionPricer::new(option.clone(), bs73).report();
+    AnalyticOptionPricer::new(option.clone(), m73).report();
+    AnalyticOptionPricer::new(option.clone(), b76).report();
+    AnalyticOptionPricer::new(option.clone(), a82).report();
+    AnalyticOptionPricer::new(option.clone(), gk83).report();
+    // ANCHOR_END: option_pricing
 
     Ok(())
 }