@bmancini55/finance/dist/index.d.ts

Finance utilities for JavaScript

export * from "./calc-annual-return";
export * from "./calc-cont-pv";
export * from "./calc-hist-volatility";
export * from "./calc-price-probability";
export * from "./calc-return";
export * from "./create-pricing-distribution";
export declare const blackscholes: {
    calcOptionPrice(call: boolean, spot: number, strike: number, time: number, rfr: number, sigma: number): number;
    calcPutFromCall(option: number, spot: number, strike: number, time: number, rfr: number): number;
    calcCallFromPut(option: number, spot: number, strike: number, time: number, rfr: number): number;
    calcOptionDelta(call: boolean, spot: number, strike: number, time: number, rfr: number, sigma: number): number;
    calcOptionGamma(spot: number, strike: number, time: number, rfr: number, sigma: number): number;
    calcOptionTheta(call: boolean, spot: number, strike: number, time: number, rfr: number, sigma: number): number;
    calcOptionVega(spot: number, strike: number, time: number, rfr: number, sigma: number): number;
    calcOptionRho(call: boolean, spot: number, strike: number, time: number, rfr: number, sigma: number): number;
    estimateIV(option: number, spot: number, time: number): number;
    calcIV(call: boolean, option: number, spot: number, strike: number, time: number, rfr: number, estIV?: number): number;
};
export declare const math: {
    calcNewtonRaphson(fx: (v: number) => number, gx: (v: number) => number, x0: number, n?: number, e?: number): number;
};
import * as normalImport from "./stats-normal";
import * as lognormalImport from "./stats-lognormal";
export declare const stats: {
    Lognormal: typeof lognormalImport.Lognormal;
    Normal: typeof normalImport.Normal;
    calcSum(vals: number[]): number;
    calcMean(vals: number[]): number;
    calcDeviance(vals: number[], mean?: number): number[];
    calcVariance(vals: number[], devs?: number[], mean?: number): number;
    calcStdDev(vals: number[], variance?: number): number;
    calcZScore(x: number, mean: number, stddev: number): number;
};
export declare const options: {
    calcIntrisicValue(isCall: boolean, strike: number, spot: number): number;
    calcTimeValue(isCall: boolean, option: number, strike: number, spot: number): number;
};