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delta

Function delta 

pub fn delta(
    forward: f64,
    strike: f64,
    vol: f64,
    expiry: f64,
    df_base: f64,
    convention: DeltaConvention,
    kind: OptionKind,
) -> f64
Expand description

The signed Garman-Kohlhagen delta of a vanilla under convention, per unit base notional — calls positive, puts negative. Passive contract-term arithmetic: this is how a trade is described, not how it is priced.