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theta

Function theta 

Source
pub fn theta(
    f: f64,
    k: f64,
    r: f64,
    sigma: f64,
    t: f64,
    put_or_call: PutOrCall,
    settlement: FuturesSettlement,
) -> f64
Expand description

Theta (calendar time decay, dV/dt = -dV/dT).