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hub / github.com/MarcusRainbow/QuantMath / d_plus_minus

Function d_plus_minus

src/math/optionpricing.rs:49–53  ·  view source on GitHub ↗

Calculates the internal d_plus and d_minus values needed for many of the Black Scholes formulae.

(log_moneyness: f64, sqrt_variance: f64)

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Callers 2

call_priceMethod · 0.85
put_priceMethod · 0.85

Calls

no outgoing calls

Tested by

no test coverage detected