black-scholes-model/lib/src/dValues.d.ts

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

declare type dValueReturnType = number;
interface IDValues {
    S: number;
    K: number;
    t: number;
    rf: number;
    sigma: number;
}
export declare const dValue: {
    d1: ({ S, K, t, rf, sigma }: IDValues) => dValueReturnType;
    d2: ({ S, K, t, rf, sigma }: IDValues) => dValueReturnType;
};
export {};
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