jetblack-options 0.4.0

Functions for calculating option values and sensitivities, both analytically and using and finite difference methods.
Documentation
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//! 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;