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bsm_solution

Function bsm_solution 

Source
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();