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black76

Function black76 

pub(crate) fn black76(
    forward: f64,
    strike: f64,
    vol: f64,
    expiry: f64,
    kind: Named<OptionKind>,
) -> PyResult<f64>
Expand description

The Black-76 forward-lognormal price, undiscounted: kind is call or put. A forward that isn’t positive, or a negative strike, is refused; a zero strike prices the call at the forward and the put at zero.