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Module black_scholes
nautilus_
model
0.53.0
Module black_
scholes
Module Items
Structs
Traits
Functions
In nautilus_
model::
data
nautilus_model
::
data
Module
black_
scholes
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Source
Structs
§
Greeks
Traits
§
Black
Scholes
Real
Functions
§
compute_
greeks
compute_
iv_
and_
greeks
Performs a single Halley iteration to refine an implied volatility estimate and compute greeks.