pfhedge.nn.functional.bs_european_binary_theta¶
- pfhedge.nn.functional.bs_european_binary_theta(log_moneyness, time_to_maturity, volatility, call=True, strike=1.0)[source]¶
Returns Black-Scholes theta of a European binary option.
See
pfhedge.nn.BSEuropeanBinaryOption.theta()
for details.