jetblack-options 0.1.0

Functions for calculating option values and sensitivities, both analytically and using and finite difference methods.
Documentation
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//! Finite difference methods.
//!
//! This modules contains several implementations of
//! finite difference method calculators.

mod constants;
pub use constants::DifferenceMethod;

pub mod with_carry;
pub mod with_dividend_yield;
pub mod without_carry;