hayden4r4 / blackscholes-rust

A Black-Scholes pricing model built in Rust
MIT License
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blackscholes

Crates.io Docs.rs License

This library provides a simple, lightweight, and efficient (though not heavily optimized) implementation of the Black-Scholes-Merton model for pricing European options.

Includes all first, second, and third order Greeks.

Implements both:

Usage

View the docs for usage and examples.

Other packages available:
Python: Pypi
WASM: npm