black_scholes_greeks_exact

nautilus_model::data::greeks

Function black_scholes_greeks_exact 

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