RustyQLib-0.0.3
- RustyQLib 0.0.3
- Docs.rs crate page
- MIT
- 03 August 2026
- Links
- Homepage
- Repository
- crates.io
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- Owners
- siddharthqs
- Dependencies
- chrono ^0.4.31 normal
  clap ^4.5 normal optional
  csv ^1.1 normal optional
  env_logger ^0.11 normal optional
  libm ^0.2.8 normal
  log ^0.4 normal
  ndarray ^0.15 normal
  quick-xml ^0.41.0 normal optional
  rand ^0.8.4 normal
  rand_chacha ^0.3.1 normal
  rand_distr ^0.4.3 normal
  rand_pcg ^0.3.1 normal
  rayon ^1.5.1 normal
  serde ^1.0.104 normal
  serde_json ^1 normal
  strum ^0.25 normal
  strum_macros ^0.25 normal
  thiserror ^1 normal
  toml ^0.8 normal optional
  assert_approx_eq ^1.1.0 dev
  criterion ^0.5 dev
- Versions
- 52.12% of the crate is documented
Platform
- x86_64-unknown-linux-gnu
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docs.rs

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vanna

rustyqlib0.0.3

In rustyqlib::equity::binomial

rustyqlib::equity::binomial

Function vanna

pub fn vanna(option: &EquityOption) -> f64

Expand description

Vanna from the change in the tree delta under a parallel vol bump.