mafipy.function.func_d2¶
-
mafipy.function.
func_d2
(underlying, strike, rate, maturity, vol)[source]¶ 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.