Struct Greeks

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pub struct Greeks {
    pub delta: f64,
    pub gamma: f64,
    pub theta: f64,
    pub vega: f64,
    pub rho: f64,
}

Expand description

Greeks for a European call option.

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§delta: f64§gamma: f64§theta: f64§vega: f64§rho: f64

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impl UnwindSafe for Greeks

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