MibianLib
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- type：Developer Tools
- Version：v0.1.1
- size：0MB
- update time：2025-01-11 13:34:28
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Developer's DescriptionBy MibianGet an open source options pricing library implementing Garman-Kohlhagen and Black-Scholes models.Mibian Lib is an open source options pricing library. It implements the Garman-Kohlhagen and Black-Scholes pricing models. It permits the computation of the options prices, their delta and dual delta and other greeks as well as the extraction of the implied volatility for a given price and the put-call parity.
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