Function black_scholes_pricer::bs::bs_call

pub fn bs_call(
    spot: &[f32], 
    strike: &[f32], 
    years_to_expiry: &[f32], 
    risk_free_rate: &[f32], 
    volatility: &[f32], 
    dividend_yield: &[f32]
) -> Vec<f32>

Black Scholes call pricing. The results are at the same index as the inputs Years to expiry should be expressed as a f32 such as 20 days is 20/252 = 0.79 Risk free rate, volatility and dividend yield expressed as f32 with 1.0 = 100%. 0.2 = 20% etc