期权 BSM 定价
期权 BSM 定价：使用 BSM 和 Black 模型对欧式期权进行定价和 Greeks 计算，支持连续股息收益率调整。 含 15 条反模式约束。
晶体简介
Constraints
Evidence Quality
Medium confidence — review before critical use
45 条不可违反的约束
WHENWhen using ref_python for production calculations
ACTIONuse ref_python implementations in production systems
CONSEQUENCEref_python is 10-100x slower than production (uses pure Python scipy instead of optimized lets_be_rational C implementation), causing severe performance degradation
WHENWhen considering ref_python for mission-critical trading
ACTIONdeploy ref_python in any production trading system
CONSEQUENCEPure Python implementation lacks the speed and reliability guarantees of the optimized lets_be_rational C implementation, risking financial losses
WHENWhen implementing option pricing with BSM model
ACTIONadjust forward price for dividend yield using F = S * exp((r-q)*t)
CONSEQUENCEWithout dividend yield adjustment, BSM forward price will be incorrect, causing systematic mispricing for dividend-paying stocks. The option price will be systematically higher or lower than the true theoretical value.
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v0.1.0: 首次发布到 Doramagic.ai。基于 tangweigang-jpg/doramagic-skills 的自动化 batch-v1 元数据 + 自动生成 FAQ。