Function black_scholes::put_discount
source · Expand description
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
);