black-scholes-model/lib/cdf.d.ts

Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.

declare type CDFReturnType = number;
interface ICdfInputs {
    x: number;
    mean?: number;
    vol?: number;
}
export declare const cdf: ({ x, mean, vol }: ICdfInputs) => CDFReturnType;
export {};
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