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delta_in

Function delta_in 

fn delta_in<R: Scalar>(
    forward: R,
    strike: R,
    vol: R,
    expiry: f64,
    df_base: R,
    convention: DeltaConvention,
    kind: OptionKind,
) -> R
Expand description

The signed Garman-Kohlhagen delta of a vanilla under convention, per unit base notional — calls positive, puts negative — with every input in the mode.