quantlib.mlab.option_pricing.blsprice
¶
blsprice
(
spot
,
strike
,
risk_free_rate
,
time
,
volatility
,
option_type
=
OptionType.Call
,
dividend
=
0.0
,
calc
=
'price'
)
¶
Matlab’s blsprice + greeks (delta, gamma, theta, rho, vega, lambda)
Quantlib cython wrapper
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