mafipy.function.black_scholes_put_value

mafipy.function.black_scholes_put_value(underlying, strike, rate, maturity, vol, today=0.0)[source]

evaluates value of put option using put-call parity so that this function calls black_scholes_call_value(). See black_scholes_put_formula().

Parameters:
  • underlying (float) –
  • strike (float) –
  • rate (float) –
  • maturity (float) –
  • vol (float) –
  • today (float) –
Returns:

put value.
Return type:

float