jetblack-options 0.3.0

Functions for calculating option values and sensitivities, both analytically and using and finite difference methods.
Documentation 
1
2
3
4
5
6
7
8
9
10

//! American Option Valuations

mod barone_adesi_whaley;
pub use barone_adesi_whaley::BaroneAdesiWhaley;

mod bjerksund_stensland_1993;
pub use bjerksund_stensland_1993::BjerksundStensland1993;

mod bjerksund_stensland_2002;
pub use bjerksund_stensland_2002::BjerksundStensland2002;