[−][src]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 );