Function critical_on_future
fn critical_on_future(
strike: f64,
vol: f64,
expiry: f64,
discount: f64,
q: f64,
kind: OptionKind,
) -> Result<f64, ModelError>Expand description
The Barone-Adesi–Whaley critical futures price, on passive values:
value matching solved by Newton safeguarded by a bracket — (K, ∞) for a
call, (0, K) for a put — widened until it brackets.