Note that this code is not financial in nature, which should be clear by (as an example) the use of floating point types for monetary values. This code contains functionality to track stock option contracts for orientational, not accurate, purposes. This is not financial advice.
price_delta Contract::at(MarketPoint m);
Price and delta calculation of an option contract given a stock price and current IV in its option market. The calculation is based on the binomial option pricing model, which is roughly suitable for an American style contract.