[−][src]Function fang_oost_option::option_calibration::adjust_domain
pub fn adjust_domain(normalized_strike: f64, discount: f64) -> f64
Returns transformed strikes. Used to transform the option prices for spline fitting.
Examples
extern crate fang_oost_option; use fang_oost_option::option_calibration; let normalized_strike = 0.5; let discount = 0.99; //discount factor let adjustment = option_calibration::adjust_domain(normalized_strike, discount);