@uqee/black-scholes
Fast (interpolated), fully typed, auto tested and without any dependencies - implementation of the Black-Scholes model: both from volatility to price (and greeks) and back
Activity
- Latest release
- 3y ago
- Total releases
- 8
- Cadence
- ~daily
- Last 12 months
- 0
Details
- License
- ISC
- First release
- Mar 05, 2023
Releases
| Version | Released | |
|---|---|---|
1.0.7
patch
| ||
1.0.6
patch
| ||
1.0.5
patch
| ||
1.0.4
patch
| ||
1.0.3
patch
| ||
1.0.2
patch
| ||
1.0.1
patch
| ||
1.0.0
initial
|