Crate black_scholes[−][src]
black_scholes
A Black Scholes option pricing library.
Functions
call |
Returns standard BS call option formula. |
call_delta |
Returns delta of a BS call option |
call_discount |
Returns BS call option formula with discount and volatility already computed. |
call_gamma |
Returns gamma of a BS call option |
call_iv |
Returns implied volatility from a call option |
call_iv_guess |
Returns implied volatility from a call option with initial guess |
call_theta |
Returns theta of a BS call option |
call_vega |
Returns vega of a BS call option |
put |
Returns BS put option formula. |
put_delta |
Returns delta of a BS put option |
put_discount |
Returns BS put option formula with discount and volatility already computed. |
put_gamma |
Returns gamma of a BS put option |
put_iv |
Returns implied volatility from a put option |
put_iv_guess |
Returns implied volatility from a put option with initial guess |
put_theta |
Returns theta of a BS put option |
put_vega |
Returns vega of a BS put option |