Function fang_oost_option::option_calibration::transform_price[][src]

pub fn transform_price(p: f64, v: f64) -> f64

Returns scaled prices

Examples

extern crate fang_oost_option;
use fang_oost_option::option_calibration;
let p = 5.0; //option price or strike
let v = 50.0; //asset price
let t_p = option_calibration::transform_price(p, v);