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