[][src]Function black_scholes_pricer::bs::put_greeks

pub fn put_greeks(
    spot: &[f32],
    strike: &[f32],
    years_to_expiry: &[f32],
    risk_free_rate: &[f32],
    volatility: &[f32],
    dividend_yield: &[f32]
) -> Greeks

Calculate all the greeks for put options in a single step This is more efficient than calculating the values individually, infact, if you need more than a two greeks it's faster to use this than the individual pricers However be aware the memory allocation cost for the results is the bottleneck and could slow things down if you do not have a large L1/L2 cache.