black76_wasm
| Crates.io | black76_wasm |
| lib.rs | black76_wasm |
| version | 0.20.0 |
| source | src |
| created_at | 2023-03-09 00:37:30.506618 |
| updated_at | 2023-03-09 00:37:30.506618 |
| description | Black76 option pricing model calculator |
| homepage | |
| repository | https://github.com/hayden4r4/black76-wasm |
| max_upload_size | |
| id | 805226 |
| size | 30,582 |
Hayden Rose (hayden4r4)
documentation
https://docs.rs/black76
README
black76
This library provides an simple, lightweight, and efficient (though not heavily optimized) implementation of the Black76 model for pricing European options.
Includes all first, second, and third order Greeks.
Usage
View the docs for usage and examples.