mafipy.function.func_d2

mafipy.function.func_d2(underlying, strike, rate, maturity, vol)

calculate \(d_{2}\) in black scholes formula. See black_scholes_call_formula().

Parameters:

• underlying (float) – underlying/strike must be non-negative.
• strike (float) – underlying/strike must be non-negative.
• rate (float) –
• maturity (float) – must be non-negative.
• vol (float) – must be non-negative.

Returns:

\(d_{2}\).

Return type:

float.