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.