[−][src]Function black_scholes::call
pub fn call(s: f64, k: f64, rate: f64, sigma: f64, maturity: f64) -> f64
Returns standard BS call 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!(0.9848721043419868, black_scholes::call(stock, strike, rate, sigma, maturity));