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black-scholes-model

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

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{ "name": "black-scholes-model", "version": "1.0.10", "description": "Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.", "type": "module", "main": "lib/index.js", "files": [ "src", "lib" ], "scripts": { "start": "node build/src/index.js", "start-dev": "nodemon build/src/index.js", "clean": "rimraf coverage build tmp", "prebuild": "npm run lint", "build": "tsc -p tsconfig.release.json", "build:watch": "tsc -w -p tsconfig.release.json", "lint": "eslint . --ext .ts,.tsx", "ready-dev": "npm-run-all clean prebuild build:watch", "dev": "npm-run-all ready-dev start-dev", "ready-prod": "npm-run-all clean prebuild build", "prod": "npm-run-all ready-prod start" }, "keywords": [ "options", "black-scholes", "trading", "implied-volatility", "greeks", "delta", "vega", "gamma", "rho", "theta", "option-pricing" ], "author": "Ashish Bajaj", "bugs": { "url": "https://github.com/ashish1497/black-scholes/issues" }, "homepage": "https://github.com/ashish1497/black-scholes", "repository": { "type": "git", "url": "https://github.com/ashish1497/black-scholes" }, "license": "ISC", "devDependencies": { "@types/express": "^4.17.13", "@types/node": "^16.7.10", "@typescript-eslint/eslint-plugin": "^4.30.0", "@typescript-eslint/parser": "^4.30.0", "eslint": "^7.32.0", "eslint-config-prettier": "^8.3.0", "nodemon": "^2.0.12", "npm-run-all": "^4.1.5", "prettier": "^2.3.2", "rimraf": "^3.0.2", "ts-node": "^10.2.1", "tsutils": "^3.21.0", "typescript": "^4.4.2" }, "dependencies": { "mathjs": "^9.4.4", "tslib": "^1.14.1" } }