5 releases
| 0.1.4 | Nov 6, 2024 |
|---|---|
| 0.1.3 | Feb 20, 2024 |
| 0.1.2 | Feb 20, 2024 |
| 0.1.1 | Feb 9, 2024 |
| 0.1.0 | Feb 9, 2024 |
#122 in Finance
34KB
729 lines
Option Pricing
This option pricing crate contains:
- Black-Scholes call and put pricers
- Implied vol calculation with methods:
Cf. these ObservableHQ notebooks to experiment:
Dependencies
~0.3–1MB
~21K SLoC