black_scholes_greeks

Function black_scholes_greeks 

Source
pub fn black_scholes_greeks(
    s: f64,
    r: f64,
    b: f64,
    vol: f64,
    is_call: bool,
    k: f64,
    t: f64,
    multiplier: f64,
) -> BlackScholesGreeksResult
Expand description

Computes Black-Scholes greeks using the fast compute_greeks implementation. This function uses compute_greeks from black_scholes.rs which is optimized for performance.