Function fang_oost_option::option_calibration::adjust_domain

pub fn adjust_domain(normalized_strike: f64, discount: f64) -> f64

Returns transformed strikes. Used to transform the option prices for spline fitting.

Examples

extern crate fang_oost_option;
use fang_oost_option::option_calibration;
let normalized_strike = 0.5;
let discount = 0.99; //discount factor
let adjustment = option_calibration::adjust_domain(normalized_strike, discount);