Function black_scholes::put

source ·
pub fn put(s: f64, k: f64, rate: f64, sigma: f64, maturity: f64) -> f64
Expand description

Returns BS put option formula.

Examples

let stock = 5.0;
let strike = 4.5;
let rate = 0.05;
let sigma = 0.3;
let maturity = 1.0;
let put=black_scholes::put(stock, strike, rate, sigma, maturity);