Crates.io | blackscholes_wasm |
lib.rs | blackscholes_wasm |
version | 0.18.1 |
source | src |
created_at | 2022-11-21 02:59:34.214001 |
updated_at | 2023-03-09 00:30:55.057979 |
description | Black-Scholes option pricing model calculator |
homepage | |
repository | https://github.com/hayden4r4/blackscholes-wasm |
max_upload_size | |
id | 719658 |
size | 30,703 |
This library provides an simple, lightweight, and efficient (though not heavily optimized) implementation of the Black-Scholes-Merton model for pricing European options.
Includes all first, second, and third order Greeks.
View the docs for usage and examples.