nautilus_model::python::data::greeks

Function py_imply_vol_and_greeks

Source 
pub fn py_imply_vol_and_greeks(
    s: f64,
    r: f64,
    b: f64,
    is_call: bool,
    k: f64,
    t: f64,
    price: f64,
    multiplier: f64,
) -> PyResult<ImplyVolAndGreeksResult>
Expand description

Computes implied volatility and option greeks for given parameters and market price.

ยงErrors

Returns a PyErr if calculation fails.