Crate greeks [−] [src]
Functions
delta_call |
Calculates the delta of a call option. |
delta_put |
Calculates the delta of a put options |
gamma |
Calculates the Gamma for an option |
gamma_d1 | |
rho_call |
Calculates the Rho of a call option |
rho_put |
Calculates the Rho of a put option |
theta_call |
Calculates the Theta of a call option |
theta_put |
Calculates the Theta of a put option |
vega |
Calculates the Vega of a given option |
vega_d1 |