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defi_greeks-0.0.1
defi_greeks 0.0.1
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MIT
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0xperp
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68.75%
of the crate is documented
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i686-pc-windows-msvc
i686-unknown-linux-gnu
x86_64-apple-darwin
x86_64-pc-windows-msvc
x86_64-unknown-linux-gnu
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greeks
0.0.1
Crate Items
Functions
List of all items
Functions
call_at_expiry
concentrated_delta
concentrated_gamma
d1
d2
d2_d1
delta_call
delta_put
euro_call
euro_put
gamma
gamma_d1
lambda_call
lambda_put
one_over_sqrt_pi
put_at_expiry
rho_call
rho_put
sqth_delta
sqth_gamma
sqth_theta
sqth_to_usd
sqth_vega
theta_call
theta_put
vega
vega_d1
virtual_liquidity