Skip to content
1 viewer

rust 1,860,549 · typescript 235,540 · javascript 132,956 · python 20,426 · 6,408 files · digest f04d4637f52b · built in 1.5 s · crystals off

price

cre8_util_options::bsm::price

fn · cre8-util-options · crates/cre8-util-options/src/bsm.rs:118 pub documented

26lines
5cyclomatic
1max nesting
10statements
0? exits
7params
16callers
4callees
5.7 (p99)call-graph weight

Crystal

no crystal was derived for this function

Call neighbourhood

Callers left, callees right, two hops each way (16 direct callers, 4 direct callees; the heaviest shown). Dashed edges are method calls resolved by name alone.

name · 1 sitename · 1 sitepath · 1 sitename · 1 sitename · 1 sitepath · 1 sitepath · 1 sitepath · 2 sitespath · 1 sitepath · 1 sitepath · 1 sitepath · 1 sitename · 1 sitepath · 1 sitepath · 4 sitespath · 1 sitepath · 1 sitepath · 4 sitespath · 1 sitepath · 1 sitepath · 1 sitepath · 1 sitepath · 1 sitepath · 1 sitepath · 1 sitename · 4 sitespath · 1 sitepath · 2 sitespath · 1 sitename · 2 sitespath · 1 sitename · 2 sitesname · 2 sitesname · 1 sitename · 5 sitesname · 1 sitename · 1 sitename · 2 sitespath · 4 sitesname · 1 siteamerican_priceutil-options · cc 1cre8_util_options::binomial::american_priceeuropean_priceutil-options · cc 1cre8_util_options::binomial::european_priceleg_observationapp-capitalstrategy · cc 5cre8_app_capitalstrategy::execution::planned_legs::leg_observationprice_option_at_openapp-capitalstrategy · cc 4cre8_app_capitalstrategy::instrument_legs::price_option_at_opengreeksutil-options · cc 5cre8_util_options::black76::greeksoption_theoryapp-derivatives · cc 1cre8_app_derivatives::quotes::option_theoryimplied_vol_black76util-options · cc 6cre8_util_options::iv::implied_vol_black76theoretical_observationapp-mark · cc 7cre8_app_mark::oracle::theoretical_observationinternal_option_fillapp-paper · cc 3cre8_app_paper::pricing::internal_option_filloptions_volapp-capitalstrategy · cc 16cre8_app_capitalstrategy::capital_lanes::options_voltree_priceutil-options · cc 12cre8_util_options::binomial::tree_pricepriceutil-options · cc 1cre8_util_options::black76::priceoption_valueapp-capitalstrategy · cc 7cre8_app_capitalstrategy::instrument_legs::option_valuetheoretical_priceapp-mark · cc 4cre8_app_mark::oracle::theoretical_priceimplied_volutil-options · cc 6cre8_util_options::iv::implied_volleg_plans_price_options_and…app-capitalstrategy · cc 1cre8_app_capitalstrategy::execution::tests::leg_plans_price_options_and_perps_and_are_all_or_nothingoption_value_is_bsm_before_…app-capitalstrategy · cc 1cre8_app_capitalstrategy::instrument_legs::tests::option_value_is_bsm_before_expiry_and_intrinsic_afteroptions_get_a_theoretical_m…app-mark · cc 2cre8_app_mark::tests::options_get_a_theoretical_mark_from_the_underlier_and_a_stored_vola_venue_implied_vol_prices_…app-mark · cc 1cre8_app_mark::tests::a_venue_implied_vol_prices_an_option_when_none_is_stored_for_iteuropean_tree_converges_to_…util-options · cc 2cre8_util_options::binomial::tests::european_tree_converges_to_bsmhull_reference_valuesutil-options · cc 1cre8_util_options::bsm::tests::hull_reference_valuesput_call_parity_holds_acros…util-options · cc 6cre8_util_options::bsm::tests::put_call_parity_holds_across_a_gridgreeks_match_finite_differe…util-options · cc 2cre8_util_options::bsm::tests::greeks_match_finite_differencesexpiry_and_zero_vol_degener…util-options · cc 1cre8_util_options::bsm::tests::expiry_and_zero_vol_degenerate_to_intrinsicpriceutil-options · cc 5cre8_util_options::bsm::priceinputs_validutil-options · cc 9cre8_util_options::bsm::inputs_validintrinsicutil-options · cc 2cre8_util_options::bsm::intrinsiccdfutil-options · cc 1cre8_util_options::normal::cdfd1_d2util-options · cc 1cre8_util_options::bsm::d1_d2erfcutil-options · cc 4cre8_util_options::normal::erfc

Control flow

Source not readable from this process.

Callers 16

Callees 4

Source not readable from this process.