Skip to main content

logos_blackscholes_program

Function logos_blackscholes_program 

Source
pub fn logos_blackscholes_program(n: usize) -> String
Expand description

Black-Scholes in LOGOS over n options, as Spatial’s BlackScholes app prices them — its Taylor approximations written as LOGOS functions, the six columns declared in the app’s order and filled with residues (types p % 2, the prices, strikes, rates, volatilities and times scaled into ranges the approximations are taken over), every option priced by one counted loop. It shows Σ (t + 1)·out[t], a checksum a permuted or partial result does not reproduce.