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@bmancini55/finance

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Finance utilities for JavaScript

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/** * Calculates the intrinsic value of an option * @param isCall true when option is call, false when option is put * @param strike strike price of the option * @param spot current spot price of underlying */ export declare function calcIntrisicValue(isCall: boolean, strike: number, spot: number): number; /** * Calculates the time value of an option * @param isCall true when option is call, false when option is put * @param option price of the option * @param strike strike price of the option * @param spot current spot price of underlying */ export declare function calcTimeValue(isCall: boolean, option: number, strike: number, spot: number): number;