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@triuyen triuyen commented Aug 18, 2025

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

  • [V] Bug fix (non-breaking change which fixes an issue)
  • [V] New feature (non-breaking change which adds functionality)
  • [V] Breaking change (fix or feature that would cause existing functionality to not work as expected)

Checklist:

  • [V] I ran bellow commands using the latest version of rust nightly.
  • [V] I ran cargo clippy --all -- -D warnings just before my last commit and fixed any issue that was found.
  • [V] I ran cargo fmt just before my last commit.
  • [V] I ran cargo test just before my last commit and all tests passed.
  • [V] I added my algorithm to the corresponding mod.rs file within its own folder, and in any parent folder(s).
  • [V] I added my algorithm to DIRECTORY.md with the correct link.
  • [V] I checked 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 or
try 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.

@triuyen triuyen requested review from imp2002 and vil02 as code owners August 18, 2025 08:52
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codecov-commenter commented Aug 18, 2025

Codecov Report

❌ Patch coverage is 96.42857% with 3 lines in your changes missing coverage. Please review.
✅ Project coverage is 95.32%. Comparing base (e39ec9b) to head (9692311).

Files with missing lines Patch % Lines
src/math/fast_fourier_transform.rs 50.00% 3 Missing ⚠️
Additional details and impacted files
@@           Coverage Diff           @@
##           master     #903   +/-   ##
=======================================
  Coverage   95.32%   95.32%           
=======================================
  Files         319      320    +1     
  Lines       20807    20855   +48     
=======================================
+ Hits        19834    19880   +46     
- Misses        973      975    +2     

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@triuyen
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triuyen commented Sep 10, 2025

Hello @imp2002, @vil02 !

I hope you’re both doing well !

I just wanted to kindly check in regarding my current pull request. 🙂
No urgency at all — I’d just love to hear your thoughts whenever you get a chance.

@vil02
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vil02 commented Sep 10, 2025

@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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3 participants