Function black_scholes::call

pub fn call(s: f64, k: f64, rate: f64, sigma: f64, maturity: f64) -> f64

Returns standard BS call option formula.

Examples

let stock = 5.0;
let strike = 4.5;
let rate = 0.05;
let sigma=0.3;
let maturity=1.0;
let call=black_scholes::call(stock, strike, rate, sigma, maturity);