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

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

import { cdf } from './cdf';
import { dValue } from './dValues';
import { impliedVolatility } from './impliedVolatility';
import { optionPrice } from './optionPrice';
export { cdf, dValue, impliedVolatility, optionPrice };
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