Pricing (pricing v0.6.9)

Link to this section Summary

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

Link to this function

price(opts \\ [])

Link to this function

price_option_with_inputs(opts \\ [])

Link to this function

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

Pricing.price([price: 2450.94, strike: 2650.0, rate: 0.01125, t: 0.083, vol: 2.4, dy: 0.0])