[−][src]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 |