Function black_scholes::call_rho
source · pub fn call_rho(s: f64, k: f64, rate: f64, sigma: f64, maturity: f64) -> f64
Expand description
Returns rho 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_rho(
stock, strike, rate, sigma, maturity
);