black-scholes-model
Version:
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
12 lines • 870 B
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.optionPrice = exports.impliedVolatility = exports.dValue = exports.cdf = void 0;
const cdf_1 = require("./cdf");
Object.defineProperty(exports, "cdf", { enumerable: true, get: function () { return cdf_1.cdf; } });
const dValues_1 = require("./dValues");
Object.defineProperty(exports, "dValue", { enumerable: true, get: function () { return dValues_1.dValue; } });
const impliedVolatility_1 = require("./impliedVolatility");
Object.defineProperty(exports, "impliedVolatility", { enumerable: true, get: function () { return impliedVolatility_1.impliedVolatility; } });
const optionPrice_1 = require("./optionPrice");
Object.defineProperty(exports, "optionPrice", { enumerable: true, get: function () { return optionPrice_1.optionPrice; } });
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