option-pricing
| Crates.io | option-pricing |
| lib.rs | option-pricing |
| version | 0.1.4 |
| source | src |
| created_at | 2024-02-09 18:05:29.172232 |
| updated_at | 2024-11-06 07:43:30.796908 |
| description | Option pricing: Black-Scholes, implied volatility with Newton-Raphson, Halley methods |
| homepage | |
| repository | https://github.com/oscar6echo/option-pricing |
| max_upload_size | |
| id | 1134199 |
| size | 34,898 |
(oscar6echo)
documentation
README
Option Pricing
This option pricing crate contains:
- Black-Scholes call and put pricers
- Implied vol calculation with methods:
Cf. these ObservableHQ notebooks to experiment: