Black-Scholes option pricing model calculator
Project description
blackscholes_python
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.
Usage
Simply create an instance of the Inputs struct and call the desired method.
View the Rust docs and Python docs for usage and examples.
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