nautilus_model::python::data::greeks

Function py_black_scholes_greeks

Source 
pub fn py_black_scholes_greeks(
    s: f64,
    r: f64,
    b: f64,
    sigma: f64,
    is_call: bool,
    k: f64,
    t: f64,
    multiplier: f64,
) -> PyResult<BlackScholesGreeksResult>
Expand description

Computes Black-Scholes greeks for given parameters.

ยงErrors

Returns a PyErr if the greeks calculation fails.