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

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

declare type OptionPriceReturnType = number;
export interface IOptionPrice {
    S: number;
    K: number;
    t: number;
    rf: number;
    sigma: number;
    type: 'call' | 'put';
}
export declare const optionPrice: (params: IOptionPrice) => OptionPriceReturnType;
export {};
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