# blackscholes
This library provides an simple, lightweight, and efficient (though not heavily optimized) implementation of the Black-Scholes-Merton model for pricing European options.
Includes all first, second, and third order Greeks.
## Usage
View the [docs](https://docs.rs/blackscholes) for usage and examples.
### TODO
- [ ] Finish doc tests
- [ ] Finish unit tests
- [x] Add all second order greeks
- [x] Add all third order greeks
- [x] Add proper error handling rather than panicking
- [x] Organize traits into seperate files
- [ ] ~~Add Black76~~ (plan to create another package for this)
**Other packages available:**
Python: [Pypi](https://pypi.org/project/blackscholes-python/)
WASM: [npm](https://www.npmjs.com/package/@haydenr4/blackscholes_wasm)