codertrader/options_library — pull request #2 by uwe (2014-05-10 20:06:43+00:00)
Title: calculate theta

I was surprised to see the theta missing. Feel free to change my patch (especially to remove the duplication of formulas/terms).

The difference between call and put:
- call (positive d_two in norm_sdist), put (negative d_two in norm_sdist) in term2
- call (term2 is subtracted), put (term2 is added) in the final calculation