Function black_scholes::put_discount [−][src]
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 );