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pricing_result

Function pricing_result 

Source
pub fn pricing_result(option: &EquityOption) -> PricingResult
Expand description

Value and all nine reported Greeks from a shared set of grid solves instead of a re-solve per Greek: the base solve yields the price plus delta/gamma/theta for free, the two vol-bumped solves yield vega, vanna and zomma together, two rate bumps yield rho, and two spot-bumped solves yield charm — nine solves in total. Each number is produced by exactly the same solves and arithmetic as its accessor above.