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feat(pricing): implement black scholes model#20

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carlobortolan merged 11 commits intomasterfrom
3-implement-black-scholes-model
Mar 16, 2025
Merged

feat(pricing): implement black scholes model#20
carlobortolan merged 11 commits intomasterfrom
3-implement-black-scholes-model

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  • Implement black scholes model
  • Update code docs
  • Refactor options structs into separate module to allow more exotic option styles

See #3, #5, #15.

@carlobortolan carlobortolan added documentation Improvements or additions to documentation enhancement New feature or request labels Mar 15, 2025
@carlobortolan carlobortolan self-assigned this Mar 15, 2025
@carlobortolan carlobortolan linked an issue Mar 15, 2025 that may be closed by this pull request
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codecov bot commented Mar 15, 2025

Codecov Report

Attention: Patch coverage is 98.43505% with 10 lines in your changes missing coverage. Please review.

Project coverage is 98.56%. Comparing base (c529b99) to head (4f024b9).
Report is 12 commits behind head on master.

Files with missing lines Patch % Lines
src/options/models/black_scholes.rs 98.03% 6 Missing ⚠️
src/options/types.rs 0.00% 3 Missing ⚠️
src/options/models/monte_carlo.rs 99.29% 1 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##           master      #20      +/-   ##
==========================================
- Coverage   99.40%   98.56%   -0.84%     
==========================================
  Files           5       11       +6     
  Lines         336      699     +363     
==========================================
+ Hits          334      689     +355     
- Misses          2       10       +8     

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@carlobortolan carlobortolan merged commit a0f60ef into master Mar 16, 2025
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@carlobortolan carlobortolan deleted the 3-implement-black-scholes-model branch March 16, 2025 00:42
@carlobortolan carlobortolan linked an issue Mar 25, 2025 that may be closed by this pull request
21 tasks
@carlobortolan carlobortolan changed the title Implement black scholes model feat(pricing): implement black scholes model Mar 29, 2025
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Implement Greeks Implement Black-Scholes Model

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