black-scholes-model/src/index.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 };

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

// export { cdf, dValue, impliedVolatility, optionPrice };