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crates/cre8-util-options/src/bsm.rs

cre8-util-options · module bsm · src · 312 lines (262 code, 29 comment) · sha d7e8d2e8e1ec0237

Items

By call-graph weight (PageRank; 1.0 is the average function). 16 functions in all.

function	kind	lines	cyclomatic	callers	callees	weight
pricesrc/bsm.rs:118	fn	26	5	16	4	5.7
inputs_validsrc/bsm.rs:98	fn	11	9	6	0	3.1
intrinsicsrc/bsm.rs:199	fn	6	2	3	0	2.8
d1_d2src/bsm.rs:111	fn	5	1	3	0	2
greekssrc/bsm.rs:146	fn	51	7	6	5	1.4
boundssrc/bsm.rs:207	fn	16	2	5	0	1.2
OptionRight::parsesrc/bsm.rs:31	method	7	3	3	0	1.1
OptionRight::as_strsrc/bsm.rs:39	method	6	2	1	0	0.7
OptionRight::signsrc/bsm.rs:47	method	6	2	1	0	0.7
Greeks::scaledsrc/bsm.rs:76	method	9	1	2	0	0.7
Greeks::plussrc/bsm.rs:87	method	9	1	0	0	0.5
hull_reference_valuessrc/bsm.rs:229	fn	10	1	0	1	0.5
put_call_parity_holds_across_a_gridsrc/bsm.rs:241	fn	19	6	0	1	0.5
greeks_match_finite_differencessrc/bsm.rs:262	fn	21	2	0	2	0.5
expiry_and_zero_vol_degenerate_to_intrinsicsrc/bsm.rs:285	fn	12	1	0	2	0.5
prices_stay_inside_no_arbitrage_boundssrc/bsm.rs:299	fn	13	4	0	3	0.5

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