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