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forward_moneyness

Function forward_moneyness 

Source
pub fn forward_moneyness(p: BsmParams) -> FinanceResult<f64>
Expand description

Forward moneyness S e^{(r-q)T} / K.

Trading: >1 call is ITM on a forward basis; skew is often quoted vs this.
Engineering: pure function of BsmParams; no vol dependence.