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