Crate black_scholes

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