blackscholes 0.24.0

Black-Scholes option pricing model calculator
Documentation 
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use blackscholes::Pricing;

const INPUTS_CALL_OTM: blackscholes::Inputs = blackscholes::Inputs {
    option_type: blackscholes::OptionType::Call,
    s: 100.0,
    k: 110.0,
    p: None,
    r: 0.05,
    q: 0.05,
    t: 20.0 / 365.25,
    sigma: Some(0.2),
};
const INPUTS_CALL_ITM: blackscholes::Inputs = blackscholes::Inputs {
    option_type: blackscholes::OptionType::Call,
    s: 100.0,
    k: 90.0,
    p: None,
    r: 0.05,
    q: 0.05,
    t: 20.0 / 365.25,
    sigma: Some(0.2),
};
const INPUTS_PUT_OTM: blackscholes::Inputs = blackscholes::Inputs {
    option_type: blackscholes::OptionType::Put,
    s: 100.0,
    k: 90.0,
    p: None,
    r: 0.05,
    q: 0.05,
    t: 20.0 / 365.25,
    sigma: Some(0.2),
};
const INPUTS_PUT_ITM: blackscholes::Inputs = blackscholes::Inputs {
    option_type: blackscholes::OptionType::Put,
    s: 100.0,
    k: 110.0,
    p: None,
    r: 0.05,
    q: 0.05,
    t: 20.0 / 365.25,
    sigma: Some(0.2),
};

#[test]
fn price_call_otm() {
    assert!((INPUTS_CALL_OTM.calc_price().unwrap() - 0.0376).abs() < 0.001);
}
#[test]
fn price_call_itm() {
    assert!((INPUTS_CALL_ITM.calc_price().unwrap() - 9.9913).abs() < 0.001);
}

#[test]
fn price_put_otm() {
    assert!((INPUTS_PUT_OTM.calc_price().unwrap() - 0.01867).abs() < 0.001);
}
#[test]
fn price_put_itm() {
    assert!((INPUTS_PUT_ITM.calc_price().unwrap() - 10.0103).abs() < 0.001);
}
#[test]
fn price_using_lets_be_rational() {
    // compare the results from calc_price() and calc_rational_price() for the options above
    assert!(
        (INPUTS_CALL_OTM.calc_price().unwrap() - INPUTS_CALL_OTM.calc_rational_price().unwrap() as f32)
            .abs()
            < 0.001
    );
    assert!(
        (INPUTS_CALL_ITM.calc_price().unwrap() - INPUTS_CALL_ITM.calc_rational_price().unwrap() as f32)
            .abs()
            < 0.001
    );
    assert!(
        (INPUTS_PUT_OTM.calc_price().unwrap() - INPUTS_PUT_OTM.calc_rational_price().unwrap() as f32)
            .abs()
            < 0.001
    );
    assert!(
        (INPUTS_PUT_ITM.calc_price().unwrap() - INPUTS_PUT_ITM.calc_rational_price().unwrap() as f32)
            .abs()
            < 0.001
    );
}