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@carlobortolan carlobortolan commented Mar 25, 2025

Closes #40.

CC #15.

@carlobortolan carlobortolan added documentation Improvements or additions to documentation enhancement New feature or request testing Issue related to existing or missing test cases labels Mar 25, 2025
@carlobortolan carlobortolan self-assigned this Mar 25, 2025
@carlobortolan carlobortolan linked an issue Mar 25, 2025 that may be closed by this pull request
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@carlobortolan carlobortolan changed the title 40 add black 76 model support Add Black-76 Model Mar 25, 2025
@carlobortolan carlobortolan changed the title Add Black-76 Model Add Black-76 pricing model Mar 25, 2025
@carlobortolan carlobortolan linked an issue Mar 25, 2025 that may be closed by this pull request
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codecov bot commented Mar 25, 2025

Codecov Report

Attention: Patch coverage is 95.76720% with 8 lines in your changes missing coverage. Please review.

Project coverage is 93.42%. Comparing base (63e0d83) to head (eaef921).
Report is 1 commits behind head on master.

Files with missing lines Patch % Lines
src/options/models/black_76.rs 96.15% 6 Missing ⚠️
src/options/models/black_scholes.rs 96.42% 1 Missing ⚠️
src/options/models/monte_carlo.rs 0.00% 1 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##           master      #50      +/-   ##
==========================================
+ Coverage   92.86%   93.42%   +0.55%     
==========================================
  Files          19       19              
  Lines        2215     2356     +141     
==========================================
+ Hits         2057     2201     +144     
+ Misses        158      155       -3     

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@carlobortolan carlobortolan merged commit 2c7007f into master Mar 25, 2025
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@carlobortolan carlobortolan deleted the 40-add-black-76-model-support branch March 25, 2025 19:18
@carlobortolan carlobortolan changed the title Add Black-76 pricing model feat(options): add black-76 pricing model Mar 29, 2025
@carlobortolan carlobortolan changed the title feat(options): add black-76 pricing model feat(pricing): add black-76 pricing model Mar 29, 2025
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Implement Greeks Add Black-76 model support

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