Open hayden4r4 opened 1 month ago
This was my next topic that I wanted to discuss. In my opinion, it fits perfectly to unify the approach.
https://github.com/hayden4r4/blackscholes-rust/blob/master/src/lets_be_rational/mod.rs We have to change functions names to achieve correctness behaviour with different models.
we have here bsm so separation on module level (bsm, b76, bdt etc) or differnet func names?
I currently have the black76 model in a separate repo https://github.com/hayden4r4/black76-rust, but I believe we should fold it into this one.
This would effectively change this from a "blackscholes" repo to a "option valuation" repo, so it changes the scope, but lets us fit more use cases than black scholes alone applies to.
Given the similar api's I think its a good fit, we should look to modularize (is that a word?) the code better so we can drop in other option valuation models in the future more easily.
I'm open to discussion and or someone to give a shot at an implementation.