logicaffeine_compile::codegen_sva::plasticine_report

Function blackscholes_query

pub fn blackscholes_query() -> ZipTerm

Expand description

The option price of Spatial’s BlackScholes regression app (pir/regression/BlackScholes.scala, BlkSchlsEqEuroNoDiv, with the Taylor approximations of spatial.lang.api.MathAPI its CNDF and the pricing call), transcribed: over the columns prices, strikes, rates, vols, times (Real) and types (Int), read in that order. Spatial’s -x is LOGOS’s 0 - x.

blackscholes_query

Function blackscholes_query Copy item path

Function blackscholes_query