Function fang_oost_option::option_calibration::transform_price [−][src]
pub fn transform_price(p: f64, v: f64) -> f64
Expand description
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);