Function carr_madan::get_strikes [−][src]
pub fn get_strikes(
eta: f64,
s0: f64,
num_x: usize
) -> impl IndexedParallelIterator<Item = f64>
Returns iterator which produces strikes
Examples
let eta = 0.04; let s0 = 50.0; let num_x = 256; let strikes = carr_madan::get_strikes(eta, s0, num_x);