### 20 unstable releases (9 breaking)

0.10.1 | Nov 30, 2022 |
---|---|

0.9.0 | Oct 28, 2022 |

0.7.1 | Jan 13, 2022 |

0.6.0 | Apr 4, 2021 |

0.1.2 | Dec 2, 2017 |

#**2** in #charm

**2,555** downloads per month

Used in **5** crates
(4 directly)

**MIT**license

34KB

638 lines

[lin-badge]: https://github.com/danielhstahl/black_scholes_rust/workflows/Rust/badge.svg [cov-badge]: https://coveralls.io/repos/github/danielhstahl/black_scholes_rust/badge.svg?branch=master

Linux | Coveralls |
---|---|

![lin-badge] | ![cov-badge] |

# black_scholes_rust

This is a simple Black Scholes option calculator written in rust. Documentation is on docs.rs.

## breaking changes

The move from 0.4 to 0.5 results changed the IV api to return a

rather than an `Result``<``f64`, `f64``>`

.`f64`

## using black_scholes_rust

Put the following in your Cargo.toml:

`[``dependencies``]`
`black_scholes ``=` `"`0.8`"`

Import and use:

`extern` `crate` black_scholes`;`
`let` stock `=` `5.``0``;`
`let` strike `=` `4.``5``;`
`let` rate `=` `0.``01``;`
`let` discount `=` `0.``99``;`
`let` sigma `=` `0.``3``;`
`let` maturity `=` `2.``0``;`
`let` sqrt_maturity_sigma `=` sigma`*`maturity`.``sqrt``(``)``;`
`let` price `=` `black_scholes``::`call_discount`(`
stock`,` strike`,` discount`,`
sqrt_maturity_sigma
`)``;`
`//`or
`let` price `=` `black_scholes``::`call`(`
stock`,` strike`,` rate`,`
sigma`,` maturity
`)``;`

#### Dependencies

~1.3–2MB

~43K SLoC