Module black_scholes_pricer::bs_single

Functions

american_put	Binomial put pricing
bs_price	Black Scholes single option pricing
call_strike_from_delta	Calculate the call strike from a delta value
delta	Single delta calculator
gamma	Calculate gamma of an option with dividends
implied_interest_rate	Implied interest rate from price
implied_vol	Implied vol from price
put_strike_from_delta	Calculate the put strike from a delta value
rho	Single rho calculator
theta	Single theta calculator
vega	Calculate vega of an option with dividends