Function greeks::theta_put

pub fn theta_put(s0: f64,
                 x: f64,
                 t: f64,
                 r: f64,
                 q: f64,
                 sigma: f64,
                 days_per_year: f64)
                 -> f64

Calculates the Theta of a put option

Theta measures the sensitivity of the value of the derivative to the passage of time.

Arguments

• s0 - The underlying price of the option
• x - The strike price of the option
• t - time to expiration as a percentage of the year
• r - continuously compounded risk-free interest rate
• q - continuously compounded divident yield
• sigma - volatility
• days_per_year - the number of calendar days in the year