Function atm_delta_neutral_strike
pub fn atm_delta_neutral_strike(
forward: f64,
vol: f64,
expiry: f64,
convention: DeltaConvention,
) -> f64Expand description
The delta-neutral ATM strike: F·e^{+σ²τ/2} for the unadjusted
conventions, F·e^{−σ²τ/2} premium-adjusted — the strike at which a
straddle’s delta is zero.