Module greeks 

Option Greeks data structures (delta, gamma, theta, vega, rho) used throughout the platform.

Structs

BlackScholesGreeksResult

Result structure for Black-Scholes greeks calculations This is a separate f64 struct (not a type alias) for Python compatibility

GreeksData

OptionGreekValues

Core option Greek sensitivity values (the 5 standard sensitivities). Designed as a composable building block embedded in all Greeks-carrying types.

PortfolioGreeks

YieldCurveData

Traits

HasGreeks

Trait for types carrying Greek sensitivity values.

Functions

black_scholes_greeks

Computes Black-Scholes greeks using the fast compute_greeks implementation. This function uses compute_greeks from black_scholes.rs which is optimized for performance.

black_scholes_greeks_exact

imply_vol

imply_vol_and_greeks

Computes implied volatility and greeks using the fast implementations. This function uses compute_greeks after implying volatility.

refine_vol_and_greeks

Refines implied volatility using an initial guess and computes greeks. This function uses compute_iv_and_greeks which performs a Halley iteration to refine the volatility estimate from an initial guess.