Function black_scholes::put [−][src]
pub fn put(s: f64, k: f64, rate: f64, sigma: f64, maturity: f64) -> f64
Returns BS put option formula.
Examples
let stock = 5.0; let strike = 4.5; let rate = 0.05; let sigma = 0.3; let maturity = 1.0; assert_eq!(0.2654045145951993, black_scholes::put(stock, strike, rate, sigma, maturity));