Function black_scholes::compute_all

pub fn compute_all(
    stock: f64,
    strike: f64,
    rate: f64,
    sigma: f64,
    maturity: f64
) -> PricesAndGreeks

Returns call and put prices and greeks. Due to caching the complex computations (such as N(d1)), this implementation is faster if you need to obtain all the information for a given stock price and strike price.

Examples

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