@vollib/vollib
v0.1.1
Published
TypeScript option pricing, implied volatility, and Greeks built on LetsBeRational.
Readme
vollib-ts
TypeScript option pricing, implied volatility, and Greeks built on LetsBeRational.
Installation
npm install @vollib/vollibInput domain
Strike prices (K) must be strictly positive for Black, Black-Scholes, and
Black-Scholes-Merton calculations. Handle limiting cases such as a zero-strike
call in application code before calling vollib.
Scripts
npm install
npm test