Function value_matching 

fn value_matching<R: Scalar>(
    s: f64,
    strike: f64,
    vol: R,
    expiry: f64,
    discount: R,
    q: R,
    kind: OptionKind,
) -> (R, R)

Value matching g(S) = ω(S − K) − v(S) − ω(1 − discount·N(ω·d₁(S)))·S/q at the futures price s — zero at the critical price — and its slope in s, in the mode the vol, the discount and the exponent carry.