Pricing (pricing v0.6.9)
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Functions
Pricing.price([price: 2450.94, strike: 2650.0, rate: 0.01125, t: 0.083, vol: 2.4, dy: 0.0])
Link to this section Functions
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price(opts \\ [])
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price_option_with_inputs(opts \\ [])
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run_pricing_binary_with_inputs(opts \\ [])
Usage:
def option(opts \ []) do
[price: p, strike: k, rate: r, t: t, vol: v, dy: d] = opts
...
end
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test()
Pricing.price([price: 2450.94, strike: 2650.0, rate: 0.01125, t: 0.083, vol: 2.4, dy: 0.0])