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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

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ivolat3-0.0.1.tar.gz (4.7 kB view hashes)

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