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@bmancini55/finance

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Finance utilities for JavaScript

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import { Lognormal } from "./stats-lognormal"; /** * Creates a lognormal distribution for the asset based * on its spot price, target days, and annualized volatility * * @param spot current spot price * @param days days until expiration * @param vol annualized volatility of asset * @returns a new Lognormal distribution with the given parameters */ export declare function createDistribution(spot: number, days: number, vol: number): Lognormal;