# blackscholes
This library provides an simple, lightweight, and efficient (though not heavily optimized) implementation of the Black-Scholes-Merton model for pricing European options.
## Usage
Simply create an instance of the `Inputs` struct and call the desired method.
View the [docs](https://docs.rs/blackscholes) for usage and examples.
**Other packages available:**
Python: [Pypi](https://pypi.org/project/blackscholes-python/)
WASM: [npm](https://www.npmjs.com/package/@haydenr4/blackscholes_wasm)