Function greeks::euro_call
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[src]
pub fn euro_call(s0: f64, x: f64, t: f64, r: f64, q: f64, sigma: f64) -> f64
Evaluates the price of a European call option on an underlying which does not pay dividends before expiry of the option using the Black-Scholes model
Arguments
s0
- The underlying price of the optionx
- The strike price of the optiont
- time to expiration as a percentage of the yearr
- continuously compounded risk-free interest rateq
- continuously compounded divident yieldsigma
- volatility