Docs.rs
quant-opts-0.1.0
quant-opts 0.1.0
Permalink
Docs.rs crate page
MIT
Links
Repository
crates.io
Source
Owners
day01
Dependencies
num-traits ^0.2.19
normal
plotters ^0.3
normal
optional
statrs ^0.18.0
normal
approx ^0.5.1
dev
assert_approx_eq ^1.1.0
dev
criterion ^0.8.0
dev
indicatif ^0.18
dev
proptest ^1.9.0
dev
rand ^0.9.2
dev
getrandom ^0.3
normal
getrandom ^0.2
normal
wasm-bindgen ^0.2.106
normal
wasm-bindgen ^0.2.106
dev
Versions
62.26%
of the crate is documented
Platform
aarch64-apple-darwin
aarch64-unknown-linux-gnu
i686-pc-windows-msvc
x86_64-pc-windows-msvc
x86_64-unknown-linux-gnu
Feature flags
docs.rs
About docs.rs
Badges
Builds
Metadata
Shorthand URLs
Download
Rustdoc JSON
Build queue
Privacy policy
Rust
Rust website
The Book
Standard Library API Reference
Rust by Example
The Cargo Guide
Clippy Documentation
Module lets_be_rational
quant_
opts
0.1.0
Module lets_
be_
rational
Module Items
Functions
In crate quant_
opts
quant_opts
Module
lets_
be_
rational
Copy item path
Source
Functions
ยง
black
Calculates the price of a European option using the Black model.
implied_
volatility_
from_
a_
transformed_
rational_
guess
Calculates the implied volatility of an option using a rational guess.