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  • option-pricing-0.1.4
    • option-pricing 0.1.4
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option_pricing0.1.4

Crate Items

  • Structs
  • Enums
  • Functions

List of all items

Structs

  • black_scholes::BlackScholes
  • black_scholes::Input
  • black_scholes::Output
  • black_scholes::OutputPriceVega
  • black_scholes::OutputPriceVegaVoma
  • implied_vol::ImpliedVol
  • implied_vol::Input
  • implied_vol::Output

Enums

  • black_scholes::PriceError
  • implied_vol::ImpliedVolError
  • implied_vol::Method

Functions

  • black_scholes::call_price_vega
  • black_scholes::call_price_vega_voma
  • black_scholes::price