Version 0.1.2 of MibianLib

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Release Notes: This release added the possibility to get the implied volatility from both the call price and the put price.

    Other releases

    •  27 Jul 2013 06:37
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      Release Notes: This release added the possibility to get the implied volatility from both the call price and the put price.

      •  19 Nov 2011 06:40
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        Release Notes: Enhanced performance.

        •  11 Nov 2011 21:13
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          Release Notes: Theta function was added for Black-Scholes and Garman-Kohlhagen models.

          •  24 Jul 2011 13:37
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            Release Notes: Gamma, Vega, Rho, and Put-Call Parity functions were added for Black-Scholes and Garman-Kohlhagen models.

            •  04 Jul 2011 03:29
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              Release Notes: This release has a delta function for the Black-Scholes model and a dual delta function for the Garman-Kohlhagen and Black-Scholes models.

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