[−][src]Function black_scholes_pricer::bs::vega
pub fn vega(
spot: &[f32],
strike: &[f32],
years_to_expiry: &[f32],
risk_free_rate: &[f32],
volatility: &[f32],
dividend_yield: &[f32]
) -> Vec<f32>
Vega - is the same if call or put 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