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🔒 [security fix] Missing validation for zero/negative inputs in Black-Scholes and Greeks - #15

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LimaniBhavik merged 1 commit into
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security-fix-options-validation-3235818482938361948
Feb 18, 2026
Merged

LimaniBhavik merged 1 commit into
mainfrom
security-fix-options-validation-3235818482938361948

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@LimaniBhavik

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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:

  • Modifying calculate_call_option_price to return an error if s, k, t, or sigma are <= 0.0.
  • Modifying calculate_greeks to return an error if s, k, t, or sigma are <= 0.0.
  • Ensuring that the risk-free rate r is still allowed to be zero or negative.

These changes prevent NaN or Infinity from being returned, improving the security and reliability of financial calculations.


PR created automatically by Jules for task 3235818482938361948 started by @LimaniBhavik

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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👋 Jules, reporting for duty! I'm here to lend a hand with this pull request.

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@LimaniBhavik
LimaniBhavik merged commit 4031a13 into main Feb 18, 2026
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