mafipy.function.black_scholes_cdf

mafipy.function.black_scholes_cdf(underlying, strike, rate, maturity, vol)

calculates value of c.d.f. of black scholes model.

Parameters:

• underlying (float) –
• strike (float) –
• rate (float) –
• maturity (float) –
• vol (float) – must be positive.

Returns:

value of p.d.f. of black scholes model.

Return type:

float.