Function black_scholes::call_theta

pub fn call_theta(s: f64, k: f64, rate: f64, sigma: f64, maturity: f64) -> f64

Returns theta of a BS call option

Examples

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