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@haydenr4/blackscholes_wasm

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Black-Scholes option pricing model calculator

github.com/hayden4r4/blackscholes-wasm

hayden4r4/blackscholes-wasm

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# blackscholes This library provides an simple, lightweight, and efficient (though not heavily optimized) implementation of the Black-Scholes-Merton model for pricing European options. Includes all first, second, and third order Greeks. Implements: - calc_iv() in the ImpliedVolatility trait which uses [Modified Corrado-Miller by Piotr P√luciennik (2007)](https://sin.put.poznan.pl/files/download/37938) for the initial volatility guess and the Newton Raphson algorithm to solve for the implied volatility. ## Usage View the [docs](https://docs.rs/blackscholes_wasm) for usage and examples. **Other packages available:** Python: [Pypi](https://pypi.org/project/blackscholes-python/) Rust: [crates.io](https://crates.io/crates/blackscholes)