pub fn bsm_solution(
params: BsmParams,
option_type: OptionType,
) -> FinanceResult<BsmSolution>Expand description
Full teaching solution (price, greeks, intrinsic, parity, formulas).
ยงExamples
use finance_solution::derivatives::{bsm_solution, BsmParams, OptionType};
let sol = bsm_solution(BsmParams::atm_one_year(100.0, 0.05, 0.20), OptionType::Call).unwrap();
assert!(sol.price > 0.0);
assert!(sol.parity_residual.abs() < 1e-8);
assert!(sol.greeks.vega_per_vol_point() > 0.0);
// sol.print_table();