surface-lib-0.1.0
- surface-lib 0.1.0
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- MIT OR Apache-2.0
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- gnsqd-owner
- Dependencies
- anyhow ^1.0 normal
  cmaes-lbfgsb ^0.1.0 normal
  csv ^1.2 normal
  libm ^0.2 normal
  plotters ^0.3.7 normal
  rand ^0.8 normal
  roots ^0.0.8 normal
  serde ^1.0 normal optional
  statrs ^0.16 normal
  toml ^0.8 normal
  csv ^1.3 dev
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- 80.5% of the crate is documented
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docs.rs

Rust

log_moneyness

surface_lib0.1.0

In surface_lib::models::utils

surface_lib::models::utils

Function log_moneyness

pub fn log_moneyness(strike: f64, spot: f64) -> f64

Expand description

Calculate log-moneyness: ln(K/S)