Function greeks::theta_call
[−]
[src]
pub fn theta_call(
s0: f64,
x: f64,
t: f64,
r: f64,
q: f64,
sigma: f64,
days_per_year: f64
) -> f64
Calculates the Theta of a call option
Theta measures the sensitivity of the value of the derivative to the passage of time.