nautilus_model::ffi::data::greeks

Function greeks_black_scholes_greeks

source 
#[no_mangle]
pub extern "C" fn greeks_black_scholes_greeks(
    s: f64,
    r: f64,
    b: f64,
    sigma: f64,
    is_call: u8,
    k: f64,
    t: f64,
    multiplier: f64,
) -> BlackScholesGreeksResult