[−][src]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 |