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davassi merged 1 commit into from
Jun 14, 2025
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Add example for Black-Scholes #25

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Expand Up @@ -158,6 +158,21 @@ There are a few predefined math constants available:
gamma -> 0.57721566...
```

## Example: Black-Scholes Option Pricing

Using Yarer, the Black–Scholes formula for a European call option can be evaluated straight from the CLI.

```rust
$ yarer
Yarer v.0.1.7 - Yet Another Rust Expression Resolver.
License MIT OR Apache-2.0
> S=100;K=100;T=1;r=0.05;sigma=0.2;
> d1=(ln(S/K)+(r+sigma^2/2)*T)/(sigma*sqrt(T))
> d2=d1-sigma*sqrt(T)
> S*cdf(d1)-K*exp(-r*T)*cdf(d2)
10.450583572185565
```

## Execute

To run it from cargo, just type:
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