European Options Pricing Library
Project description
calculate items by Black-Scholes model. * call price * put price * implied volatility * delta * vega * theta * gamma * vanna * charm * speed * zomma * color * DvegaDtime * vomma * ultima * dualdelta * dualgamma
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
ivolat3-0.0.1.tar.gz
(4.7 kB
view hashes)