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