Class: Rupee::Future

Inherits:

Security

• Object
• Security
• Rupee::Future

Defined in:

ext/rupee/future.c

Class Method Summary

• .price(underlying, rate, time_to_maturity) ⇒ Object

  The future’s price based on the provided underlying, risk-free rate and time to maturity.

Methods inherited from Security

attr_alias, #initialize

Constructor Details

This class inherits a constructor from Rupee::Security

Class Method Details

.price(underlying, rate, time_to_maturity) ⇒ Object

The future’s price based on the provided underlying, risk-free rate and time to maturity

# File 'ext/rupee/future.c', line 15

static VALUE
price(self, _S, _r, _ttm)
VALUE self, _S, _r, _ttm;