Skip to main content

bsm_greeks

Function bsm_greeks 

Source
pub fn bsm_greeks(
    params: BsmParams,
    option_type: OptionType,
) -> FinanceResult<BsmGreeks>
Expand description

European BSM Greeks (see BsmGreeks for units).

Trading: feed risk aggregators and hedge ratios.
Engineering: one call returns all first-order Greeks for a snapshot.