price_option

surface_lib::models::utils

Function price_option 

Source 
pub fn price_option<T: SurfaceModel>(
    option_type: &str,
    strike: f64,
    spot: f64,
    r: f64,
    q: f64,
    t: f64,
    model: &T,
) -> Result<OptionPricingResult>
Expand description

Price an option using a surface model