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pricing_result

Function pricing_result 

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

Value and all nine Greeks from a shared set of tree passes instead of a rebuild per Greek: the base pass yields the price plus delta/gamma/theta for free, the two vol-bumped passes yield vega, vanna and zomma together, two rate bumps yield rho, and two spot-bumped passes yield charm — seven passes in total.