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Add black scholes algo #903
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…ck_scholes_algo
Codecov Report❌ Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #903 +/- ##
=======================================
Coverage 95.32% 95.32%
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Files 319 320 +1
Lines 20807 20855 +48
=======================================
+ Hits 19834 19880 +46
- Misses 973 975 +2 ☔ View full report in Codecov by Sentry. 🚀 New features to boost your workflow:
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@triuyen: please update your branch and make your changes minimal (i.e. to have only your implementation of the added algorithm). |
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Description
Black Sholes Algorithm :
This is an implementation of the Black-Scholes option pricing model, a mathematical formula used in finance to calculate the theoretical price of call options.
Calculates d1 and d2 values (statistical measures)
Uses normal distribution (normal_cdf) to find probabilities
Combines these to get the option's fair value
### Also debug a lot of other codes due to recent change of clippy warnings. Please re-check to make sure.
Type of change
Checklist:
cargo clippy --all -- -D warnings
just before my last commit and fixed any issue that was found.cargo fmt
just before my last commit.cargo test
just before my last commit and all tests passed.mod.rs
file within its own folder, and in any parent folder(s).DIRECTORY.md
with the correct link.COUNTRIBUTING.md
and my code follows its guidelines.Please make sure that if there is a test that takes too long to run ( > 300ms), you
#[ignore]
that ortry to optimize your code or make the test easier to run. We have this rule because we have hundreds of
tests to run; If each one of them took 300ms, we would have to wait for a long time.