Function black_scholes::put_discount

pub fn put_discount(s: f64, k: f64, discount: f64, sqrt_maturity_sigma: f64) -> f64

Returns BS put option formula with discount and volatility already computed.

Examples

let stock = 5.0;
let strike = 4.5;
let discount = 0.99;
let sigma = 0.3;
let maturity:f64 = 2.0;
let sqrt_maturity_sigma = sigma*maturity.sqrt();
let price = black_scholes::put_discount(
    stock, strike, discount,
    sqrt_maturity_sigma
);