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    Function boundaryProbabilities

    • Price a range's two boundaries with the local float pricer. lower/upper are strikes in USD; pass null for an infinite side ({ lower: strike, upper: null } is an UP order, { lower: null, upper: strike } a DOWN order). Carries the pricer's ~1e-4 approximation.

      Parameters

      • pricer: PricerInputs
      • lower: number | null
      • upper: number | null

      Returns Boundaries