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🔒 [security fix] Missing validation for zero/negative inputs in Black-Scholes and Greeks - #15
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Updated `calculate_call_option_price` and `calculate_greeks` in `src/finance/options.rs` to ensure that spot price (s), strike price (k), time (t), and volatility (sigma) are strictly positive. This prevents division by zero and undefined logarithm results in the mathematical formulas.
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The Black-Scholes formula and its associated Greeks calculations are vulnerable to division by zero and undefined logarithm errors if inputs like strike price, spot price, time, or volatility are zero or negative.
This PR addresses these issues by:
calculate_call_option_priceto return an error ifs,k,t, orsigmaare<= 0.0.calculate_greeksto return an error ifs,k,t, orsigmaare<= 0.0.ris still allowed to be zero or negative.These changes prevent
NaNorInfinityfrom being returned, improving the security and reliability of financial calculations.PR created automatically by Jules for task 3235818482938361948 started by @LimaniBhavik