blackscholes_python 0.10.7

Black-Scholes option pricing model calculator


This library provides an simple, lightweight, and efficient (though not heavily optimized) implementation of the Black-Scholes-Merton model for pricing European options.

This crate is compilable to a python package using pyo3 and Maturin. It features full doc and type annotations. The rust compiled python package is ~1 second slower in pricing an option to 10M iterations than the pure rust crate on a Ryzen 7600x.


Simply create an instance of the Inputs struct and call the desired method.

View the Rust docs and Python docs for usage and examples.