Struct PriceBlackScholes 

pub struct PriceBlackScholes { /* private fields */ }

Builder-backed container for computing undiscounted European option prices under the Black–Scholes model.

Construct instances with PriceBlackScholes::builder(). The builder performs basic domain validation when you call .build(). Use .build_unchecked() to skip validation when you know inputs are already valid.

Fields:

• forward: forward price of the underlying (F). Must be finite.
• strike: strike price (K). Must be finite.
• volatility: volatility (σ). Must be finite and σ >= 0.
• expiry: time to expiry (T). Must be finite and T >= 0.
• is_call: true to price a call option, false to price a put option.

The calculate::<SpFn>() method performs the numerical evaluation and uses a SpecialFn implementation for any special-function approximations required by the numerical routines.

Implementations

impl PriceBlackScholes

pub const fn builder() -> PriceBlackScholesBuilder

Create an instance of PriceBlackScholes using the builder syntax

impl PriceBlackScholes

pub fn calculate<SpFn: SpecialFn>(&self) -> f64

Compute the undiscounted Black–Scholes option price for the stored inputs.

Type parameter

• SpFn: SpecialFn — implementation used for internal special-function evaluations. Use the crate’s DefaultSpecialFn for the default behavior or provide a custom implementation to change numerical characteristics.

Returns

The computed undiscounted European option price.