@bmancini55/finance
Version:
Finance utilities for JavaScript
18 lines • 647 B
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.calcProb = void 0;
const create_pricing_distribution_1 = require("./create-pricing-distribution");
/**
* Calculates the probability of the asset being at or below
* the price x in the given number of days.
*
* @param x target price
* @param spot current spot price
* @param days days until expiration
* @param vol annualized volatility of asset
*/
function calcProb(x, spot, days, vol) {
return create_pricing_distribution_1.createDistribution(spot, days, vol).cdf(x);
}
exports.calcProb = calcProb;
//# sourceMappingURL=calc-price-probability.js.map