greeks.js
function _putRho(s, k, t, v, r)
{
  var w = bs.getW(s, k, t, v, r);
  if(!isNaN(w))
  {
    return -1 * k * t * Math.pow(Math.E, -1 * r * t) * bs.stdNormCDF(v * Math.sqrt(t) - w);
  }
  else
  {
    return 0;
  }
}
function _putRho(s, k, t, v, r)
{
  var w = bs.getW(s, k, t, v, r);
  if(!isNaN(w))
  {
    return -1 * k * t * Math.pow(Math.E, -1 * r * t) * bs.stdNormCDF(v * Math.sqrt(t) - w);
  }
  else
  {
    return 0;
  }
}
function _putRho ( s , k , t , v , r ) { var w = bs . getW ( s , k , t , v , r ) ; if ( ! isNaN ( w ) ) { return - 1 * k * t * Math . pow ( Math . E , - 1 * r * t ) * bs . stdNormCDF ( v * Math . sqrt ( t ) - w ) ; } else { return 0 ; } }
Calculates the rho of a put option.

@private
@param {Number} s Current price of the underlying
@param {Number} k Strike price
@param {Number} t Time to experiation in years
@param {Number} v Volatility as a decimal
@param {Number} r Anual risk-free interest rate as a decimal
@returns {Number} The rho of the put option
Calculates the rho of a put option .