blackscholes_wasm

Crates.ioblackscholes_wasm
lib.rsblackscholes_wasm
version0.18.1
sourcesrc
created_at2022-11-21 02:59:34.214001
updated_at2023-03-09 00:30:55.057979
descriptionBlack-Scholes option pricing model calculator
homepage
repositoryhttps://github.com/hayden4r4/blackscholes-wasm
max_upload_size
id719658
size30,703
Hayden Rose (hayden4r4)

documentation

https://docs.rs/blackscholes_wasm

README

blackscholes

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.

Usage

View the docs for usage and examples.

Other packages available:
Python: Pypi
Rust: crates.io

Commit count: 44

cargo fmt