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);