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bsm_price

Function bsm_price 

Source
pub fn bsm_price(
    params: BsmParams,
    option_type: OptionType,
) -> FinanceResult<f64>
Expand description

European BSM price.

Trading: model mark for edge vs mid (after fees).
Engineering: pure function of BsmParams; validate domain first.

ยงErrors

Non-finite or non-positive spot/strike; negative time or vol.