defi_greeks
| Crates.io | defi_greeks |
| lib.rs | defi_greeks |
| version | 0.0.1 |
| created_at | 2022-05-01 20:19:11.816698+00 |
| updated_at | 2022-05-01 20:19:11.816698+00 |
| description | Library to calculate greeks for an option, power perpetual, or concentrated liquidity share |
| homepage | |
| repository | https://github.com/0xperp/new_age_greeks |
| max_upload_size | |
| id | 578731 |
| size | 34,640 |
Nate (0xperp)
documentation
README
New Age Greeks
Huge thanks to wateryan/greeks for the initial greeks repo
Break down power perpetuals and concentrated liquididty positions in their respective greeks
Supported Calculations
Greeks [From wateryan/greeks]
First Order
- Delta
- Lambda
- Rho
- Theta
- Vega
Second Order
- Gamma
Pricing
- European call option
- European put option
Valution
- Call option at expiry
- Put option at expiry
Squeeks
- Delta
- Gamma
- Theta
- Vega
Concentrated Liquidity Shares
see this gist for formulas, and resources
- Delta
- Gamma