Function CTD(S1, S2, t, q1, q2, v1, v2, rho)
' Delivers the price of a cheapest to deliver option
O12 = outperf(S1, S2, t, q1, q2, v1, v2, rho)
O21 = outperf(S2, S1, t, q2, q1, v2, v1, rho)
CTD = O12 + O21
End Function