Function fang_oost_option::option_pricing::fang_oost_call_delta[][src]

pub fn fang_oost_call_delta<'a, S>(
    num_u: usize,
    asset: f64,
    strikes: &'a [f64],
    rate: f64,
    t_maturity: f64,
    cf: S
) -> Vec<f64> where
    S: Fn(&Complex<f64>) -> Complex<f64> + Sync + Send