lets-be-rational
v0.1.0
Published
TypeScript port of Peter Jaeckel's LetsBeRational normalized Black and implied volatility routines.
Readme
lets-be-rational-ts
TypeScript port of Peter Jaeckel's LetsBeRational normalized Black and implied volatility routines.
Scripts
npm install
npm testThe current regression suite includes inherited JSON values and generated
C++ reference vectors. The shared language-neutral vector corpus lives in
vollib/vollib-test-vectors.
