Simple library for calculation of options value and greeks using the Black-Scholes model
-
Updated
Mar 24, 2017 - Rust
Simple library for calculation of options value and greeks using the Black-Scholes model
Add a description, image, and links to the finance-derivatives topic page so that developers can more easily learn about it.
To associate your repository with the finance-derivatives topic, visit your repo's landing page and select "manage topics."