imply_vol_and_greeks

nautilus_model::data::greeks

Function imply_vol_and_greeks 

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

Computes implied volatility and greeks using the fast implementations. This function uses compute_greeks after implying volatility.