Struct Input 

pub struct Input {
    pub price: f32,
    pub spot: f32,
    pub strike: f32,
    pub mat: f32,
    pub rate: f32,
    pub div: f32,
    pub iter: u32,
    pub prec: f32,
}

Implied volatility input

This is the input to the implied volatility function reversing the Black Scholes model.

Fields

price: f32

call option price observed in the market

spot: f32

underlying spot, in currency

strike: f32

option strike, in currency

mat: f32

option maturity, in years

rate: f32

interest rate, annualized, e.g. 0.05=5%

div: f32

underlying dividend yield, annualized, e.g. 0.02=2%

iter: u32

maximum number of iterations - optional

prec: f32

target precision - optional

Trait Implementations

impl Clone for Input

fn clone(&self) -> Input

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for Input

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<'de> Deserialize<'de> for Input

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Serialize for Input

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.