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check_option_inputs

nautilus_model::data::greeks

Function check_option_inputs 

Source 
pub fn check_option_inputs(
    s: f64,
    r: f64,
    b: f64,
    vol: f64,
    k: f64,
    t: f64,
) -> Result<(), OptionValuationError>
Expand description

Checks model inputs against the fast pricing kernel’s numeric domain.

§Errors

Returns an error if:

  • Rates are not finite in the pricing kernel’s precision.
  • Spot, strike, time, or volatility are not finite and positive in that precision.