1 project tagged "Open Source"
Updated 19 Nov 2011
MibianLib
| Pop | 51.61 |
|---|---|
| Vit | 2.23 |
Mibian lib is an options pricing library offering the ability to calculate the price, the implied volatility, the Greeks or the put-call parity of an option using the Garman-Kohlhagen, and the Black-Scholes models.
