Module options 

Option pricers and sensitivity functions.

Re-exports

pub use asian::*;

pub use option_models::*;

pub use barrier::*;

pub use binary::*;

pub use black_scholes_merton::*;

pub use implied_volatility::*;

pub use lookback::*;

pub use option_contract::*;

pub use power::*;

pub use option_flags::*;

pub use vanilla::*;

pub use supershare::*;

pub use log::*;

Modules

asian

Asian option pricers.

barrier

Barrier option pricers.

binary

Binary option pricers.

black_scholes_merton

Generalised Black-Scholes-Merton option pricer. The generalised Black-Scholes-Merton European Option pricing model.

finite_difference_pricer

Finite Difference Pricer

implied_volatility

Implied volatility functions. Let’s Be Rational rust implementation based on py_lets_be_rational and paper Let’s Be Rational by Peter Jaeckel with some modifications. If price is below intrinsic value, it returns -INF. If price is above intrinsic value, it returns INF.

log

Log contracts and options.

lookback

Lookback option pricers.

option_contract

Base option traits.

option_flags

Option flags.

option_models

Option models.

power

Power options and contracts.

supershare

Supershare options.

vanilla

Vanilla option.