Function black_scholes::put_vega
source · Expand description
Returns vega of a BS put option
Examples
let stock = 5.0;
let strike = 4.5;
let rate = 0.05;
let sigma=0.3;
let maturity=1.0;
let vega = black_scholes::put_vega(
stock, strike, rate, sigma, maturity
);