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/// Calculates the value of a call option at Expiry /// /// # Arguments /// /// `s_t` - Price of the underlying at expiry date /// `x` - Option strike price pub fn call_at_expiry(s_t: f64, x: f64) -> f64 { let res = s_t - x; return if res > 0.0 { res } else { 0.0 }; } /// Calculates the value of a put option at Expiry /// /// # Arguments /// /// `s_t` - Price of the underlying at expiry date /// `x` - Option strike price pub fn put_at_expiry(s_t: f64, x: f64) -> f64 { let res = x - s_t; return if res > 0.0 { res } else { 0.0 }; }