Moteurs de pricing et de scénarios quant, générés depuis vos modèles Excel.

use std::error::Error;

#[derive(Debug, Clone)]
pub struct OptionPricingInput {
    pub spot: f64,
    pub strike: f64,
    pub time_to_maturity: f64,
    pub risk_free_rate: f64,
    pub volatility: f64,
}

#[derive(Debug, Clone)]
pub struct OptionPricingOutput {
    pub call_price: f64,
    pub d1: f64,
    pub d2: f64,
}

fn main() -> Result<(), Box<dyn Error + Send + Sync>> {
    let input = OptionPricingInput {
        spot: 100.0,
        strike: 105.0,
        time_to_maturity: 0.5,
        risk_free_rate: 0.04,
        volatility: 0.2,
    };

    let output = codcel_option_pricing(&input)?;

    println!("call_price: {}", output.call_price);
    println!("d1:         {}", output.d1);
    println!("d2:         {}", output.d2);
    Ok(())
}