Versions in this module Expand all Collapse all v0 v0.1.0 Apr 13, 2022 Changes in this version + var ErrInvalidDividend = errors.New("calculator: dividend should be >= 0 and <= 1") + var ErrInvalidInterestRate = errors.New("calculator: interest rate should be >= 0 and <= 1") + var ErrInvalidPremium = errors.New("calculator: premium should be >= 0") + var ErrInvalidStoke = errors.New("calculator: stoke should be >= 0") + var ErrInvalidStrike = errors.New("calculator: strike should be >= 0") + var ErrInvalidTimeToExpire = errors.New("calculator: time to expire should be >= 0") + var ErrInvalidVolatility = errors.New("calculator: volatility should be >= 0 and <= 1") + func BreakEvenPoint(opt Option, str, pr float64) (float64, error) + func PayoffFromBuying(opt Option, str, st, pr float64) (float64, error) + func PayoffFromSelling(opt Option, str, st, pr float64) (float64, error) + type BlackScholesModel struct + Dividend float64 + InterestRate float64 + Stock float64 + Strike float64 + TimeToExpire float64 + Volatility float64 + func (bsm *BlackScholesModel) Price() (float64, error) + type Option int + const Call + const Put