Crate black_scholes[−][src]
black_scholes
A Black Scholes option pricing library.
Functions
call |
Returns BS call option formula. |
call_delta | |
call_discount | |
call_gamma | |
call_iv | |
call_theta | |
call_vega | |
put |
Returns BS put option formula. |
put_delta | |
put_discount | |
put_gamma | |
put_iv | |
put_theta | |
put_vega |